19.07.2024, 10:15 - 11:30
– 2.28.0.108
SFB-Kolloquium
SFB Colloquium with Edriss Titi
Edriss Titi , University of Cambridge
Sara Mazzonetto (Potsdam/Lille)
In this talk an explicit representation of the transition densities of real-valued Brownian dynamics undergoing their motion through semipermeable barriers will be presented. The technique we used requires a fine analysis of the semigroup. Finally a generalised rejection sampling method for sampling such densities will be proposed.