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Abel Farkas: Conditional measure on random sets such as Brownian path

Time: Tue 2017-11-21 14.00

Location: Institut Mittag-Leffler, Auravägen 17, Djursholm 

Participating: Abel Farkas, University of St Andrews

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For a given deterministic measure we construct a random measure on the Brownian path that has expectation the given measure. For the construction we introduce the concept of weak convergence of random measures in probability. The machinery can be extended to more general sets than Brownian path.