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*