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Skorohod calculus for Gaussian processes via rough paths methods

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23 pages
Skorohod calculus for Gaussian processes via rough paths methods Samy Tindel University of Nancy Stochastic Analysis for Üstünel - Paris 2010 Ongoing joint work with: Maria Jolis and Yaozhong Hu Samy T. (Nancy) Skorohod and rough paths Paris 2010 1 / 23

  • stochastic analysis

  • private message

  • rough paths

  • rough paths review

  • happy birthday

  • skorohod calculus

  • processes via rough paths

  • ongoing joint


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aSSkorohodcalculusforGaussianprocessesviaroughpathsmethodsSamyTindelUniversityofNancyStochasticAnalysisforÜstünel-Paris2010Ongoingjointworkwith:MariaJolisandYaozhongHuym.TN(nayc)kSrohoodnadorguhaphtsaPirs21001/32
PrivateaSym.Tmessage(Nancy)aHyppBirthdaySkorohodandroughSüleyman!shtapPsira01022/23