Skorohod calculus for Gaussian processes via rough paths methods

Samy Tindel

Description

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

Sujets

• Stochastic calculus
• Personal message
• Happy Birthday

Informations

• Publié par: pefav
• Nombre de lectures: 37

Extrait

aS SkorohodcalculusforGaussianprocesses viaroughpathsmethods SamyTindel UniversityofNancy StochasticAnalysisforÜstünel-Paris2010 Ongoingjointworkwith:MariaJolisandYaozhongHu ym.TN(nayc)kSrohoodnadorguhaphtsaPirs21001/32

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