BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//CERN//INDICO//EN
BEGIN:VEVENT
SUMMARY:Yuliya Mishura: Stochastic calculus for fractional processes: stoc
 hastic integration\, stochastic differential equations
DTSTART;VALUE=DATE-TIME:20190404T123000Z
DTEND;VALUE=DATE-TIME:20190404T133000Z
DTSTAMP;VALUE=DATE-TIME:20260418T110815Z
UID:indico-event-39@cern.ch
DESCRIPTION:Prof.ssa Yuliya Mishura\n\nHead of the Department of Probabili
 ty Theory\, Statistics and Actuarial Mathematics\, Taras Shevchenko Nation
 al University of Kyiv\n\nStochastic calculus for fractional processes: sto
 chastic integration\, stochastic differential equations\n\nAbstract: (Part
  I) We consider elements of fractional calculus\, definition\, properties 
 and representations of fractional Brownian motion (fBm)\, stochastic integ
 ration with respect to fBm\, stochastic differential equations with fBm. S
 pecial attention will be paid to particular equations: fractional Langevin
  equations\, fractional Cox-Ross-Ingersoll equation. Advanced topics of fr
 actional processes: fractional irregularity\, representation results\, sta
 tistical applications\n\nhttps://indico.unina.it/event/39/
LOCATION:Aula E\, Dipartimento di Matematica e Applicazioni "Renato Caccio
 ppoli"
URL:https://indico.unina.it/event/39/
END:VEVENT
END:VCALENDAR