070116, Zhi Xi Building, NCCU
(政大應數系志希樓 070116)
Limit Theorems and Regenerative Processes
Ju-Yi Yen (University of Cincinnati)
Abstract:
In this talk, we present limit theorems related to integrals of functions taken at the values of Brownian motion. These limit theorems involve regenerative processes and the local time of the Brownian motion.