22.10.2025, 9:00 (starts earlier)
– Campus Golm, Building 9, Room 2.22 and via Zoom
Arbeitsgruppenseminar Analysis
Generalized gauge theories on Lie algebroids
Jean Thibaut (Marseille)
Andrey Pilipenko (Acad. of Science, Kyiv)
We consider the random motion of a particle, whose jumps outside of a bounded set (membrane) are mean-zero i.i.d. with a finite second moment. Jumps from the membrane have other finite mean distributions which may be different at different points ; they are also mutually independent and independent of the jumps outside the membrane.
We prove that Donsker's scaling limit of this random walk is a skew Brownian motion, i.e., a diffusion with a unit diffusion coefficient and a degenerate drift equal to a δ_0, where |a| ≤1.
The Zoom-access data are available under FS_22