The University of Arizona
Please note that this event has ended!

Models with random environment: Sinai's walk and Brox diffusion

Mathematical Physics and Probability Seminar

Models with random environment: Sinai's walk and Brox diffusion
Series: Mathematical Physics and Probability Seminar
Location: Online
Presenter: Carlos G. Pacheco

When a stochastic process has a random environment, its trajectories are influenced by the behaviour of the environment. In this talk we discuss well known models in discrete and continous time, and we present some results that help to measure how the environment affects the movements of the process. Important tools we use are the Ito-McKean representation of diffusions and the Ito's excursion theory.

Zoom: https://arizona.zoom.us/j/88673934011