Probability Seminar
Speaker: Xia Chen, University of Tennessee Knoxville. Title: Tanaka formula for the spherical time of multi-dimensional Brownian motions. Part II. Abstract: Tanaka formula has been a powerful tool in…
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When and where
- Date and time
- Ends EST — local Knoxville time
- Location
- Ayres Hall1403 Circle Drive, Knoxville, TN 37996, Knoxville, TN, 37916Knoxville
About this event
Speaker: Xia Chen, University of Tennessee Knoxville.
Title: Tanaka formula for the spherical time of multi-dimensional Brownian motions. Part II.
Abstract: Tanaka formula has been a powerful tool in studying the local time of 1-dimensional Brownian motion which counts the time spent by the Brownian particle at a fixed point. Since a multi-dimensional Brownian motion does not hit point, the Brownian local time does not exist in multidimensional setting and neither the Tanaka formula. In this talk, we establish the Tanaka formula for the spherical times of multi-dimensional Brownian motion that measures the time spent by a multi-dimensional Brownian particle and point out some of its potential applications. The talk contains an introductory part of Ito calculus, and no prerequisite is needed.
Official details
- Organizer:
- University of Tennessee Events
- Listing source:
- University of Tennessee Events
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