WEEKLY ACTIVITIES

Distribution of the maximal value function of stochastic processes.
Speaker: Pham Viet Hung

Time: 14h00, 14/5/2014

Location: Room 4, Building A14, Institute of Mathematics, 18 Hoang Quoc Viet, Cau Giay, Hanoi

Abstract: 

  • Result for Brownian motion.
  • Result of J.Sun for stationary Gaussian processes.
  • Rice-Kac formula. 

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