(PMS)^2 online talk: Carlo Bellingeri, Monday October 11 at 17.30
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)
participants (1)
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Carlo Orrieri