Jorden i händer
Seminarium i matematik

Lévy Random Bridges: Modeling Information Flow and Analyzing the Impact of Pinning Points on Memorylessness

Välkommen till föreläsningen i seminarieserien i matematik.

This talk comprises two main sections. In the first part, we extend the information-based approach of Bedini-Buckdahn-Engelbert to a more general setup. Instead of relying solely on a Brownian bridge as an information process, we explore another crucial type. To model the flow of information concerning the time of the bankruptcy of a company (or a state) arriving on the market, we introduce and analyze Lévy bridges with random length, generalizing the Brownian bridge information process. In the second part, we delve into the potential impact of the distribution of pinning points on the memorylessness and stochastic dynamics of Lévy random bridges.

B1006 Mohammed Louriki Lägg till i din kalender