Seminario di Probabilità: Camille Tardif

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Seminario di Probabilità: Camille Tardif
Giovedì 9 Maggio 2024 alle ore 14:30, Camille Tardif (Sorbonne Universite, LPSM Paris)   terrà il seminario di Probabilità dal titolo "Persistence problem for additive functionals of one-dimensional diffusion processes".

Abstract:
I will present a joint work with Quentin Berger and Loïc Bethencourt. We study the asymptotic of the probability that a signed additive functional of a recurrent one-dimensional diffusion stays below some constant level for a long time. Under our hypothesis we prove that this persistence probability decreases polynomially and we find the persistence exponent. For that we decompose the diffusion into excursions and the problem is reduced to study the fluctuations  of some Lévy process naturally associated with the additive functional.

Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e Fisica - Lungotevere Dante ,376 -  Aula L