skip to content

Department of Pure Mathematics and Mathematical Statistics

Let B denote the range of the Brownian motion in R^d. For a deterministic Borel measure nu we wish to find a random measure mu such that the support of mu is contained in B and the expectation of mu is nu. We discuss when exactly can there be such a random measure and construct in those cases. We establish a formula for the expectation of the double integral with respect to mu, which is a strong tool for the geometric measure theory of the Brownian path.

Further information


Apr 28th 2020
14:00 to 15:00


MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB