AVVISO DI SEMINARIO
Mercoledì 19 giugno 2024, alle ore 11:00, in aula G, del Dipartimento di Matematica e Fisica dell Università Vanvitelli in Caserta, la Professoressa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), terrà un seminario dal titolo
Stochastic integration and stochastic differential equations involving fractional Brownian motion
Abstract: We consider path-wise integration w.r.t. fBm and the properties of the respective integrals. Then we consider SDEs with fBm, existence and uniqueness result, and some examples and applications.
Le proponenti Luigia Caputo, Enrica Pirozzi, Roberta Schiattarella
https://teams.microsoft.com/l/meetup-join/19%3angtFxnVYxWJkiJh491ssYOedTfvVP...