2018. 03. 22. 15:15 - 2018. 03. 22. 16:45
BME H-306
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Event type:
seminar
Organizer:
Foreign
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Description
Let $B$ denote the range of the Brownian motion in $R^d$. For a deterministic Borel measure $\nu$ we wish to find a random measure $\mu$ such that the support of $\mu$ is contained in $B$ and the expectation of $\mu$ is $\nu$. We discuss when exactly we can find such a $\mu$.