School of Technology and Computer Science Seminars
The Past and Future of Brownian Motion
by
Prof. Krishna B.Athreya (Iowa State University, USA)
Friday, February 14, 2014
from
to
(Asia/Kolkata)
at
Colaba Campus
(
AG-77
)
Description
Let B be standard Brownian motion. Fix an interval (a,b). Condition on B(t) to be in (a,b). Look at B(u) for u<.=t and B(u) u>.=t. We show that this converges weakly to a proper probability measure on C(R).