报告题目：The first exit time of a Brownian motion

报 告 人：鲁大伟教授(大连理工大学)

报告时间：2019年11月17日上午 10:30-11:30

报告地点：知新楼B-1238

报告摘要：

Comparing with the results of Li (2003), in this talk, we consider the first exit time of a Brownian motion with increasing dimensions from an unbounded convex domain, namely the dimension d in Li (2003) is replaced by d(s), which is a non-decreasing integral function. Combining some new properties of Bessel function which we found, the results in Li (2003) and Gaussian techniques, we obtain very general upper and lower estimates for the probability of the first exit time of a Brownian motion with increasing dimensions. Furthermore, in some specific domain, we prove that the upper and lower estimates are asymptotically equivalent.

报告人简介：

鲁大伟，大连理工大学教授，博士生导师，统计与金融研究所所长，主要研究方向为：概率极限理论, 布朗运动首出时的渐近理论， 随机变量和的精细大偏差、破产概率理论， 随机相依度量， Mills’ 率; Gamma 率; Beta 率的研究.

邀请人：王汉超 副教授

欢迎各位老师同学积极参加！