2018. 03. 23. 14:15 - 2018. 03. 23. 15:45
BME H-306
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Esemény típusa: szeminárium
Szervezés: Külsős
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Leírás

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 $\mu$.