Variational estimates for martingale transforms
Pavel Zorin-Kranich (University of Bonn)
Abstract: I will present Lp estimates for joint rough path lifts of martingales and deterministic paths. For motivation, I will also present some rudiments of rough integration theory, which is the deterministic version of stochastic integration.
mathematical physicsanalysis of PDEsclassical analysis and ODEscombinatoricscomplex variablesfunctional analysisinformation theorymetric geometryoptimization and controlprobability
Audience: researchers in the topic
Probability and Analysis Webinar
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| Organizers: | Polona Durcik*, Irina Holmes, Paata Ivanisvili*, Tomasz Tkocz, Beatrice-Helen Vritsiou |
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