Self-interacting Diffusions in Dimension 1 and Bass-Burdzy Flows
发布时间:2019年11月22日
浏览次数:6607
发布者: Wenqiong Li
主讲人: Titus Lupu (NYU Shanghai)
活动时间: 从 2019-11-29 11:00 到 12:00
场地: Room 77201, Jingchunyuan 78, BICMR
Abstract:
We construct fine mesh limits of vertex reinforced and vertex diminished jump processes on the line. Le limits are continuous stochastic processes on R with self-interaction and can be described using Bass-Burdzy stochastic flows. The continuous reinforced process has also a description as a mixture of Markovian diffusions in random potential. The continuous self-repelling process is related to the Ray-Knight identity for the 1D Bronwian motion. This is joint work with Christophe Sabot and Pierre Tarrès.