Quasi-stationarity for one-dimensional renormalized Brownian motion

18.10.2018, 10:15  –  Haus 9, Raum 0.12
Forschungsseminar Wahrscheinlichkeitstheorie

William Oçafrain

The goal is to approximate the law of a one-dimensional Brownian motion
conditioned not to cross fleeing boundaries when the time is big enough. To do so,
we will study the quasi-stationarity of the so-called renormalized Brownian motion.
After giving a short overview of the theory of quasi-stationarity, we will be interested
in the existence of some notions defined during the talk applied to this renormalized
Brownian motion.