Dipartimento di Matematica e Applicazioni "Renato Caccioppoli"
# Yuliya Mishura: Stochastic calculus for fractional processes: stochastic integration, stochastic differential equations (2/2)

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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.

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