Séminaire de Probabilités commun ICJ/UMPA

Excursion theory for Markov processes indexed by Lévy trees

by Mr Alejandro Rosales (Institut für Mathematik, Zurich)

Salle 435 (ENS de Lyon)

Salle 435

ENS de Lyon


We introduce the notion of a Markov process indexed by a random tree, and discuss how one can develop an excursion theory for such a class of random objects. The study of this universal class, in the particular case when the random tree is the Brownian tree and the Markov process is a Brownian motion,  has been essential in the development of the so-called Brownian geometry. No prerequisites aside from basic properties of Brownian motion will be assumed. The content of this talk is based on joint works with Armand Riera.