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Our next General Mathematics Colloquium will be on Wednesday, June 17, at 16.00. Naoufel Salhi (University of Kairouan, Tunisia) will speak about: "Local time and intersection local time of stochastic processes : an introduction".
Event details of General Math Colloquium: Naoufel Salhi
Date
17 June 2026
Time
16:00
Location
Science Park 107
Room
Colloquium room-F3.20

Abstract: 

To any Borel function f defined on [0,T] with values in R^d we can associate the push-forward measure μ_f. If A is a Borel subset of R^d then μ_f(A) measures the time spent by f in A. μ_f is called the occupation measure. If this measure is absolutely continuous with respect to Lebesgue measure then the density is called the local time. In this talk I will try to discuss :

  1. The connection between the local time, the regularity of f and the dimension d
  2. The connection with stochastic processes
  3. A second definition of local time
  4. The definition of intersection local time and the link with the points of self-intersection (or multiple points)
  5. Multiple points of the Brownian motion
  6. The connection with polymers
  7. What if intersection local time fails to exist?

 

 

Science Park 107

Room Colloquium room-F3.20
Science Park 107
1098 XG Amsterdam