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Statistical Laboratory

Let B denote the range of the Brownian motion in R^d. For a deterministic Borel measure nu we wish to find a random measure mu such that the support of mu is contained in B and the expectation of mu is nu. We discuss when exactly can there be such a random measure and construct in those cases. We establish a formula for the expectation of the double integral with respect to mu, which is a strong tool for the geometric measure theory of the Brownian path.

Frontpage talks

24
Apr
14:00 - 15:00: Title to be confirmed
Statistics

01
May
14:00 - 15:00: Title to be confirmed
Statistics

08
May
14:00 - 15:00: Title to be confirmed
Statistics

15
May
14:00 - 15:00: Title to be confirmed
Statistics

Further information

Time:

28Apr
Apr 28th 2020
14:00 to 15:00

Venue:

MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB

Series:

Probability