Brascamp-Lieb inequality and Wiener integrals for centred Bessel processes

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• Funaki, T (Tokyo)
• Tuesday 23 February 2010, 11:00-12:00
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

The Brascamp-Lieb inequality is a kind of moment inequality and used in mathematical physics. This inequality gives a good control for measures by means of Gaussian measures if they have log-concave densities. We apply it to the stochastic integrals of Wiener’s type for centered $delta$-dimensional Bessel processes with $delta ge 3$ and their variants. Some extensions of such moment inequalities are also discussed. The talk is based on joint works with Hariya, Hirsch, Yor, Ishitani and Toukairin.

This talk is part of the Isaac Newton Institute Seminar Series series.

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