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CATEGORIES:Probability
SUMMARY:Trees and rough paths - Jean Picard (Clermont-Ferr
and)
DTSTART;TZID=Europe/London:20081125T140000
DTEND;TZID=Europe/London:20081125T150000
UID:TALK14350AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/14350
DESCRIPTION:Each real-valued continuous path defined on [0\,1]
can be associated to a tree. Our aim is to discus
s the relationship between these two objects. It t
urns out that some properties of the path\, such t
hat the fact that it has finite p-variation\, can
be translated into a geometric property of the tre
e. Moreover\, integrals with respect to the path c
an be written as integrals on the tree\; this can
be done for the Young integral but also for some i
ntegrals of the rough paths theory. This approach
can be applied to stochastic paths such as fractio
nal Brownian motions in order to construct stochas
tic integrals.
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0W
B
CONTACT:Berestycki
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