Conditional measure on the Brownian path

Mardi 23 mai 14:00-15:00 Ábel Farkas - Hebrew University of Jerusalem

Résumé : For a given measure we construct a random measure on the Brownian path that has expectation the given measure. For the construction we use the concept of weak convergence of random measures in probability. The machinery can be extended to more general sets than Brownian path. The ideas and results have the ease of Kahane’s T-martingales but in the case of Brownian path it is not a T-martingale.

Lieu : Salle 113-115 (Bâtiment 425)

Conditional measure on the Brownian path  Version PDF
août 2017 :

juillet 2017 | septembre 2017