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Universität Augsburg
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Universität Augsburg
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Dr. Eduardo Sampaio Pimenta
UFBA, Brasilien
spricht am
Mittwoch, 19. November 2025
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14:30 Uhr
im
Raum 2004 (L1)
über das Thema:
| Abstract: |
| In this talk, we will discuss a problem concerning Brownian-type processes on the half-line. We characterize the convergence in distribution of boundary random walks to Feller-type processes on the positive half-line by analyzing their generators. The General Brownian Motion on the half-line was first studied by Feller (1952), who characterized all one-dimensional diffusion processes through the domain of their infinitesimal generators. Later, McKean and Itô (1963) provided a probabilistic formulation of Feller's classification, describing all strong Markov processes on the half-line with continuous paths in terms of their behavior at the origin. In 1981, Knight introduced a unified framework for Brownian motions on the half-line, characterized by three non-negative parameters encompassing a rich family of diffusions that capture various types of interactions at the origin. These coefficients represent the intensities of absorption, reflection and killing at the boundary. |
| Hierzu ergeht herzliche Einladung. |
| Prof. Dr. Markus Heydenreich |