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SUMMARY:Brascamp-Lieb inequality and Wiener integrals for centred Bessel p
 rocesses - Funaki\, T (Tokyo)
DTSTART:20100223T110000Z
DTEND:20100223T120000Z
UID:TALK23444@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:The Brascamp-Lieb inequality is a kind of moment inequality an
 d 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 $d
 elta$-dimensional Bessel processes with $delta ge 3$ and their variants.\n
 Some extensions of such moment inequalities are also discussed.\nThe talk 
 is based on joint works with Hariya\, Hirsch\, Yor\, Ishitani and Toukairi
 n.\n
LOCATION:Seminar Room 1\, Newton Institute
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