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.)