The University of Arizona: Mathematical Physics and Probability Seminar Models with random environment – Sinai’s walk and Brox diffusion

When a stochastic process has a random environment, its trajectories are influenced by the behaviour of the environment.
In this talk we discuss well known models in discrete and continous time, and we present some results that help to measure how the environment affects the movements of the process. Important tools we use are the Ito-McKean representation of diffusions and the Ito’s excursion theory.
Presenter: Carlos G. Pacheco
  • Audience: Adult, STEM Professional
  • Genre: Mathematics
  • Type: Online, Presentation

The event is finished.

Date

Dec 01 2021
Expired!

Time

1:00 pm - 2:00 pm

Cost

Free

More Info

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Location

Online

Organizer

The University of Arizona College of Mathematics
Phone
(520) 621-6866
Website
https://crr.math.arizona.edu/
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