AVVISO di SEMINARI

Dipartimento di Matematica e Applicazioni "R. Caccioppoli"

Università degli Studi di Napoli Federico II

La Prof.ssa Yuliya Mishura, Department of Probability, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Kyiv (Ukraine), i giorni 6 e 19 giugno 2024 terrà i seguenti seminari:

Seminario 1

6 Giugno 2024 ore 11:30, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli

"Pathwise integration with respect to fractional Brownian motion"

Abstract: We consider the main elements of the fractional calculus: fractional integrals and fractional derivatives, construct pathwise integrals with respect to Holder functions and apply this construction to fractional Brownian motion and other fractional processes.

Microsoft Teams link:

https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOGb...

Seminario 2

19 Giugno 2024 ore 11:00, aula G del Dipartimento di Matematica e Applicazioni R. Caccioppoli

"Entropy and alternative entropy functionals of fractional Gaussian noise"

Abstract: we introduce the notion of Shannon entropy in application to fractional Gaussian noise and present its properties with respect to Hurst index. Alternative entropy functionals are constructed and studied. The prediction problem for fractional Gaussian noise is considered.

Microsoft Teams link:

https://teams.microsoft.com/l/meetup-join/19%3aMQ4RZDBo_0G-K_PHxKtktVYAczOGb...

Tutti gli interessati sono cordialmente invitati a partecipare.

Luigia Caputo, Enrica Pirozzi e Roberta Schiattarella

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