Probability Seminar Essen
Covers a wide range of topics in Probability and its applications.
Covers a wide range of topics in Probability and its applications.
October 17  Sara Mazzonetto (Universität DuisburgEssen) 
October 24  Tuan Anh Nguyen (Universität DuisburgEssen) 
November 7  Clemens Printz (Universität DuisburgEssen) 
November 14  
November 21  
November 28  
December 05  
Dezember 12  
January 9  
January 16  
January 23  
January 30 
October 17  Sara Mazzonetto (Universität DuisburgEssen)
About some skewed Brownian diffusions: explicit representation of their transition densities and exact simulation In this talk we first discuss an explicit representation of the transition density of Brownian dynamics undergoing their motion through semipermeable and semireflecting barriers, called skewed Brownian motions.

October 24  Tuan Anh Nguyen (Universität DuisburgEssen) 
November 7 
Clemens Printz (Universität DuisburgEssen)
We present a new result on stochastic averaging for sequences of bivariate Markov processes $((X_t^n,Z_t^n)_{t\in[0,\infty)})_{n\in\mathbb{N}}$ whose components evolve on different time scales. Under suitable conditions, convergence of certain functionals of the fast variables $Z^n$ guarantees convergence of the (not necessarily Markovian on its own) slow variables $X^n$ to a limiting Markov process $(X_t)_{t\in[0,\infty)}$. 