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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Special Probability Seminar
Koji Yano
Research Institute for Mathematical Sciences, Kyoto, Japan
Density formula of the occupation time of one-dimensional diffusion processes
Abstract:
For the density of the occupation time of general one-dimensional diffusion processes, continuity and its asymptotic behaviors at extremal points are studied. \\ (Based on a joint work with S. Watanabe and Y. Yano.)
Host: Pat Fitzsimmons
December 4, 2006
12:00 PM
AP&M 6402
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