Mathematical Finance and Probability Seminars (Since covid these events are taking place online.)
Loop soups, local times and additive functionals
Tuesday, February 14, 2012 at 11:00am - 12:00pm
Speaker: Jay Rosen, City University of New York, Staten Island
We show how loop measures and loop soups can help us understand Dynkin's isomorphism theorem and generalize it to non-symmetric Markov processes. We use this to derive new results on local times and additive functionals.
Speaker: Jay Rosen, City University of New York, Staten Island
Location Hill 705
