Dear colleagues,
We are happy to announce the following online talk:
Speaker: Carlo Bellingeri (TU Berlin)
Title: Signatures and non commutative probability.
Abstract: Given a smooth path X, the signature of a path is the infinite sequence of the iterated integral of X with itself. If X is a stochastic process with an integration structure (e.g. semimartingale), the corresponding signature is the key-object to understand the "lack of continuity" between the solution of a SDE driven by X and the process itself. In this talk, we will review the main properties of the signature and introduce the new notion of "non-commutative signature", which we tailored to study a new class of rough/stochastic differential equations arising in the context of non-commutative probability. Joint paper with Nicolas Gilliers (Université de Toulouse) and Yannick Vargas (Postdam Universität)
Date and time: Monday October 11, 17:30-18:30 (Rome time zone)
Zoom link: https://us02web.zoom.us/j/5772228296 https://us02web.zoom.us/j/5772228296
This talk is the second of the (PMS)^2: Pavia-Milano Seminar series on Probability and Mathematical Statistics organized jointly by the universities Milano-Bicocca, Pavia, Milano-Politecnico and Milano-Statale.
Participation is free and welcome! (though limited to 100 participants for technical reasons)
Best regards The organizers (Mario Maurelli, Carlo Orrieri, Maurizia Rossi, Margherita Zanella)