Giovedì* 9 Maggio* 2024 alle ore *14:30*, Camille Tardif (Sorbonne
Université, LPSM Paris) terrà il seminario di Probabilità dal titolo
"*Persistence problem for additive functionals of one-dimensional diffusion
processes*".
Abstract:
I will present a joint work with Quentin Berger and Loïc Bethencourt. We
study the asymptotics of the probability that a signed additive functional
of a recurrent one-dimensional diffusion stays below some constant level
for a long time. Under our hypothesis we prove that this persistence
probability decreases polynomially and we find the persistence exponent.
For that we decompose the diffusion into excursions and the problem is
reduced to study the fluctuations of some Lévy process naturally
associated with the additive functional.
Il seminario si svolgerà in presenza presso il Dipartimento di Matematica e
Fisica - Lungotevere Dante, 376 - *Aula L*