The model of Brownian motion in Poissonian potential describes a typical trajectory of a Brownian particle surviving from being traped by the obstacles randomly located in the space (think about the stars in the universe). It is also closely related to the study of Anderson models.
According to the Newton's law of universal attraction, the attraction of a Poisson obstacle to the Brownian particle should be a constant multiple of the reciprocal of the square of the distance btween the Brownian particle and the Poisson obstacle. On the other hand, the net potential correspondent to Newton's law blows up.
In this talk, this problem will be fixed by the way of renormalization. In addition, some asymptotic patterns of our models will be established. Part of the talk is based on some collaborative works with Kulic and Rosinski.
Speaker: Xia Chen, University of Tennessee
Slides: (TBA)
Event Details
Brownian motion in renormalized Poissonian potential
- Event Date: November 30, 2010
- Event End Date: November 30, 2010
- 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: Xia Chen, University of Tennessee