Seminar on Stohastics

 

PROGRAM


SEMINAR IZ STOHASTIKE
Matematički institut SANU
Kneza Mihaila 36/III

PLAN RADA SEMINARA ZA OKTOBAR 2008.

Sreda, 15. oktobar u 12 h.
Zoran Pop-Stojanović, Professor Emeritus Department of Mathematics University of Florida, Gainesville

APPLICATIONS OF SLOWLY VARYING FUNCTIONS IN TREATMENTS OF A SUBORDINATED BROWNIAN MOTION PROCESS

The motivation for the concepts of a subordinator and of the corresponding subordinated process one finds in the need for randomizing the parameter of a process. For example, if one considers a Markov process, then it is possible to obtain many new processes by randomizing the parameter of a given process. By choosing the parameter process - the subordinator, one obtains a new process ­ the subordinated process of a given process. When considering the asymptotic behavior of various potential­theoretic functions of the subordinated Brownian motion process, Karamata slowly varying functions are used to characterize these potential­theoretic functions.

Predavanje će se održati na Prirodno-matematičkom fakultetu u Nišu.

Slobodanka Janković i Svetlana Janković
rukovodioci seminara