PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Alexei Novikov, Victor Nistor.

Title:Constructions involving interaction of Markov process's with a random environment
Seminar:Probability and Financial Mathematics Seminar
Speaker:Anirban Das, PSU
Abstract:
Recently Belopolskaya and Suhov studied Markov processes in a random environment, where the environment changes in likeness to a Markov process. Constructions were made to allow the process to 'interact with the environment', this was done in such a manner that the combined process could be studied by studying the individual ones. We will discuss a new construction made which has similar properties. This construction can be carried out with more relaxed conditions than the ones previously done.

Room Reservation Information

Room Number:MB106
Date:04 / 29 / 2016
Time:02:30pm - 03:30pm