Hermann Thorisson. Shift-Coupling and Brownian Motion

schedule le mardi 19 mars 2019 de 14h00 à 15h00

Organisé par : LPSM.

Intervenant : Hermann Thorisson (University of Iceland.)
Lieu : Jussieu, tours 16-26, 2ème étage, salle 209.

Sujet : Shift-Coupling and Brownian Motion

Résumé :

We shall consider recent shift-coupling results for random  measures and their applications to local times of Brownian motion.  These applications include unbiased Skorokhod embedding and unbiased  embedding of patterns such as excursions and the Brownian bridge.  Applications in higher dimensions will be indicated.