Statistics Seminars 2019

Mercoledì 6 febbraio ore 14.30

Aula seminari - Dipartimento di Scienze Statistiche, I piano 

“The Clark-Ocone formula and the Poincare' inequality for point processes”

Dr. Giovanni Luca Torrisi, CNR-Istituto per le Applicazioni del Calcolo “M. Picone” (Roma)

Abstract:  

"Clark-Ocone formulas are powerful results in stochastic analysis with a variety of applications. In the talk we provide the Clark-Ocone 
formula for square-integrable functionals of point processes with stochastic intensity. Then we present two applications of the formula: 
the Poincare' inequality and a concentration bound for those functionals. Our results generalize the corresponding ones on the Poisson space. 
The talk is based on joint works with Ian Flint and Nicolas Privault (NTU, Singapore)." 

Tutti gli interessati sono invitati a partecipare

Alberto Lanconelli
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Alma Mater Studiorum - Università di Bologna