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Speaker(s): Cyprian Kalbarczyk
Affiliation: MIM UW
Language of the talk: English
Date: Oct. 28, 2026, 2:15 p.m.
Room: room 5450
Title in Polish: Jak powiązać czas lokalny procesu Markowa z odpowiednim polem gaussowskim? O izomorfizmach Dynkina
Seminar: Seminar of Quantitative Finance

kontynuacja

How to relate the local time of a Markov process to a corresponding Gaussian field? On Dynkin's isomorphisms.