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Stochastic Processes under Constraints (hybrid meeting)

dc.date.accessioned2020-12-17T13:37:11Z
dc.date.available2020-12-17T13:37:11Z
dc.date.issued2020
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3822
dc.description.abstractThe 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.
dc.titleStochastic Processes under Constraints (hybrid meeting)
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.de
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.en
dc.identifier.doi10.14760/OWR-2020-32
local.series.idOWR-2020-32
local.subject.msc60
local.date-range27 Sep - 03 Oct 2020
local.workshopcode2040b
local.workshoptitleStochastic Processes under Constraints (hybrid meeting)
local.organizersFrank Aurzada, Darmstadt; Martin Kolb, Paderborn; Francoise Pène, Brest; Vitali Wachtel, Augsburg
local.report-nameWorkshop Report 2020,32
local.opc-photo-id2040b
local.publishers-doi10.4171/OWR/2020/32
local.ems-referenceAurzada Frank, Kolb Martin, Pène Francoise, Wachtel Vitali: Stochastic Processes under Constraints. Oberwolfach Rep. 17 (2020), 1601-1656. doi: 10.4171/OWR/2020/32


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