Thin points of certain Markov processes with jumps | Vidéo | Carmin.tv

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Thin points of certain Markov processes with jumps

By Xiaochuan Yang

Appears in collection : Les probabilités de demain 2016

A point in the state space of a stochastic process is called “thin” if the associated occupation measure of the ball centered at this point is exceptionally small. We consider in this talk the Hausdorff dimension of thin points of a class of Markov processes with jumps. This is a joint work with Stéphane Seuret.

Information about the video

Date of recording 17/05/2016
Date of publication 22/05/2016
Institution IHES
Licence CC BY-NC-ND
Format MP4

Domain(s)

Dynamical Systems

MSC codes

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