Talks.cam

Excursion theory for a finite-state Markov process - Moritz Duembgen (University of Cambridge)
2011-10-20 14:00 - 15:00 UTC | CMS, MR9
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.
