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UID:8a81d4d4-71df-4b0f-876d-96614c59e413@nexttoyou
DTSTAMP:20261106T172212Z
DTSTART:20261117T210500Z
DTEND:20261117T220500Z
SUMMARY:Probability Seminar
LOCATION:Ayres Hall 111\, 1403 Circle Drive\, Knoxville\, TN 37996
DESCRIPTION:Speaker: Xia Chen\, University of Tennessee Knoxville.\n\nTitl
 e: Tanaka formula for the spherical time of multi-dimensional Brownian mo
 tions. Part II.\n\nAbstract: Tanaka formula has been a powerful tool in s
 tudying the local time of 1-dimensional Brownian motion which counts the 
 time spent by the Brownian particle at a fixed point. Since a multi-dimen
 sional Brownian motion does not hit point\, the Brownian local time does 
 not exist in multidimensional setting and neither the Tanaka formula. In 
 this talk\, we establish the Tanaka formula for the spherical times of mu
 lti-dimensional Brownian motion that measures the time spent by a multi-d
 imensional Brownian particle and point out some of its potential applicat
 ions. The talk contains an introductory part of Ito calculus\, and no pre
 requisite is needed.\n\nhttp://next-to-u.app/events/8a81d4d4-71df-4b0f-87
 6d-96614c59e413
URL:http://next-to-u.app/events/8a81d4d4-71df-4b0f-876d-96614c59e413
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