2015年度

Math-Fi seminar on 30 Apr

2015.04.16 Thu up
  • Date : 30 Apr. (Thu)
  • Place: W.W. 7th-floor, 4th lab.
  • Time : 16:30-18:00
  • Speaker: Azmi Makhlouf
  • Title: Existence and Gaussian bounds for the density of Brownian motion with random drift.
  • Abstract: We use a simple approach to show the absolute continuity, with respect to Lebesgue measure, of the law of multidimensional Brownian motion with random drift. We do not assume any Markovianity, and the drift may be unbounded. Moreover, we state a representation of the density in terms of the Gaussian one, from which we derive explicit upper and local lower bounds of Gaussian type.

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