2040b
Stochastic Processes under Constraints (hybrid meeting)
Workshop
2040bPeriod
27 Sep - 03 Oct 2020Abstract
The analysis of random processes under various constraints and
conditions has been a
central theme in the theory of stochastic processes, which links
together several mathematical subdisciplines. The connection between
potential theory and a certain type of conditioning of Markov
processes via Doob's h-transform can be seen as a classical highlight.
The last decades have seen further exciting and highly interesting
developments which are related to the title of the workshop
such as the analysis of persistence exponents for various classes of
processes and various types of penalization problems. Many of these
problems are rooted in questions from statistical mechanics. The
workshop aims to investigate the topic stochastic processes under
constraints from all these different perspectives.