Graduate Students
 Faculty in  Mathematical  Finance            
Math Finance Home Conferences Seminars People Open Positions Contact

Probability and Computational Finance Seminar
Zsolt Pajor-Gyulai
Title: On dynamical systems perturbed by a null recurrent fast motion

Abstract: We consider a multiscale system of diffusion processes where the slow motion can be thought of as a dynamical system subject to a perturbation modulated by localized null-recurrent fast motion. We prove central limit type results for the first order correction from the unperturbed dynamics. We also investigate the long time behavior of such a system when the unperturbed motion is trivial. - Joint work with Michael Salins.

Date: Monday, November 21, 2016
Time: 5:10 pm
Location: Wean Hall 8220
Submitted by:  Gautam Iyer