23.05.2024, 16:15
– Raum 1.10
Forschungsseminar Differentialgeometrie
TBA (Richtsfeld)
Alberto Richtsfeld (UP)
Sara Mazzonetto (Potsdam/Lille)
In this talk an explicit representation of the transition densities of real-valued Brownian dynamics undergoing their motion through semipermeable barriers will be presented. The technique we used requires a fine analysis of the semigroup. Finally a generalised rejection sampling method for sampling such densities will be proposed.