Speaker:
Patrick Fitzsimmons
Institution:
UCSD
Time:
Tuesday, January 20, 2015 - 11:00am to 12:00pm
Host:
Location:
RH 306
I will discuss aspects of a polymer model based on three-dimensional Brownian motion conditioned to hit (and keep returning to) the origin
introduced by Mike Cranson and co-authors. The construction and certain properties of this conditioned Brownian motion will be approached from two points of view (i) Dirichlet forms, and (ii) excursion theory. The latter gives a nice interpretation of the Johnson-Helms example from martingale theory. It turns out that this diffusion process is not a semimartingale, even though its radial part is just a one-dimensional Brownian motion reflected at the origin.
(This talk is based on joint work with Liping Li of Fudan University.)