Mathematical Sciences-Seminar on Financial Math-"Limit Theorems and Regenerative Processes" by Ju-yi Yen (University of Cincinnati)

Tuesday, October 29, 2019
4:00 pm to 5:00 pm

Location:

Floor/Room #: 
203

Speaker: Ju-yi Yen from University of Cincinnati

Title: Limit Theorems and Regenerative Processes

Abstract: In this talk, we present limit theorems related to integrals of functions taken at the values of Brownian motion. These limit theorems involve regenerative processes and the local time of the Brownian motion.