Dipartimento di Matematica e Applicazioni "Renato Caccioppoli"

Yuliya Mishura: Stochastic calculus for fractional processes: stochastic integration, stochastic differential equations (2/2)

Europe/Rome
Aula E, Dipartimento di Matematica e Applicazioni "Renato Caccioppoli"

Aula E, Dipartimento di Matematica e Applicazioni "Renato Caccioppoli"

MS Angelo
Description

Prof.ssa Yuliya Mishura

Head of the Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv

Stochastic calculus for fractional processes: stochastic integration, stochastic differential equations

(Part II) We consider several advanced topics concerned with fractional Brownian motion (fBm): the behavior of maximal functionals for small values of Hurst index, integral representations with adapted integrand with respect to fBm, statistical inference for fBm-driven stochastic differential equations.

From the same series
1
Your browser is out of date!

Update your browser to view this website correctly. Update my browser now

×