**Date & Time:** February 04, 2015, 16:00-17:00.

**Venue:** Ramanujan Hall

**Title:** Estimation of an integral on R using Brownian Motion and its local times

**Speaker:** Krishna B. Athreya, Iowa State University

**Abstract:** Let f be integrable w.r.t. Lebesgue measure on R. In this talk we show how to use the standard Brownian motion to provide a point estimate as well as a confidence interval for the integral of f. We discuss some new results on local time processes for Brownian motion.