Pitman's theorem states that a Brownian motion minus twice its current minimum is a Markov process.

François Chapon (Université Paul Sabatier, Institut de Mathématiques de Toulouse)

22-Jan-2025, 14:00-15:00 (12 months ago)

mathematical physicscombinatoricsprobabilitystatistics theory

Audience: researchers in the topic


Abu Dhabi Stochastics Seminar

Organizer: Pierre Youssef*
*contact for this listing

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