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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Special Probability Seminar
Kouji Yano
Research Institute for Mathematical Sciences, Kyoto Japan
Convergence of excursion measures of one-dimensional diffusion processes with an exit boundary
Abstract:
Convergence of excursion measures is discussed by means of time change of the Brownian excursion measure. As an application an invariance principle of meanders of positive recurrent diffusion process is obtained. (Based on a joint work with P. J. Fitzsimmons.)
Host: Pat Fitzsimmons
November 28, 2006
10:00 AM
AP&M 6402
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