• Event Date: February 14, 2012
  • Event End Date: February 14, 2012
  • Event Start Time: 11:00 AM
  • Event End Time: 12:00 PM
  • Event Location: Hill 705
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Speaker: Jay Rosen, City University of New York, Staten Island

We show how loop measures and loop soups can help us understand Dynkin's isomorphism theorem and generalize it to non-symmetric Markov processes. We use this to derive new results on local times and additive functionals.

Speaker: Jay Rosen, City University of New York, Staten Island