Excursion theory for a finite-state Markov process

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• Moritz Duembgen (University of Cambridge)
• Thursday 20 October 2011, 15:00-16:00
• CMS, MR9.

If you have a question about this talk, please contact Elena Yudovina.

In this little talk, we will

1. define local time and the excursion process, 2. show how the excursion process forms a Poisson Random Measure, 3. see how this result can be applied and 4. give an outlook on excursion theory and its applications for BM and other diffusions.

This talk is part of the Statistical Laboratory Graduate Seminars series.

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