Lecture Series
Lectures (Professor Marc Yor)
Penalisations of Brownian Motion
Abstract: The series of lectures will consist in the study of asymptotic laws obtained for large time, as T goes to infinity when one perturbs the Wiener measure by a weight involving some quantity which depends on the Brownian particle between 0 and T. In a series of recent papers by B. Roynette, P. Vallois and M. Yor, a large number of such weights have been proposed, for which asymptotic laws exist, and may be described with the help of, e.g., Williams' path decomposition and Pitman's theorem
Lectures will be held in Term 1 as follows:
Week 2 | |
Monday 3 October, Professor M. Yor | 11.00 - 13.00hrs (Rm A1.01) |
Tuesday 4 October, J. Najnudel | 11.00 - 12.00hrs (Exercises & Illustrations, Rm A1.01) |
Wednesday 5 October, Professor M. Yor | 14.00 - 16.00hrs (Rm A1.01) |
Thursday 6 October, J. Najnudel | 11.00 - 12.00hrs (Exercises & Illustrations, Rm A1.01) |
Friday 7 October, Professor M Yor | 14.00 - 16.00hrs (Rm B1.01) |
Week 3 | |
Monday 10 October, Professor M. Yor | 11.00 - 13.00hrs (Rm A1.01) |
Tuesday 11 October, J. Najnudel | 11.00 - 12.00hrs (Exercises & Illustrations, Rm A1.01) |
Wedneday 12 October, Professor M. Yor | 14.00 - 16.00hrs (Rm A1.01) |
Thursday 13 October, J. Najnudel | 11.00 - 12.00hrs (Exercises & Illustrations, Rm A1.01) |
Friday 14 October, Professor M. Yor | 14.00 - 16.00hrs (Rm A1.01) |
All lectures and example classes will take place in Rm A1.01, unless otherwise stated.