学术报告报告题目：Pathwise Stieltjes integrals of discontinuously evaluated stochastic processes
报 告 人：Lauri Viitasaari 博士(芬兰赫尔辛基大学)
报告时间：2018年11月23日（星期五）上午9:00-10:00
报告地点：4号楼318室
邀 请 人：曾才斌 副教授
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数学学院
2018年11月20日
报告摘要：
In this talk we study the existence of pathwise Stieltjes integrals for Hölder continuous integrator and integrand having infinite p-variation for all values of p, and we discuss a notion of sufficient variability for the integrand which ensures the existence of the integral in a pathwise sense. We also show that the integral can be defined as a limit of Riemann–Stieltjes sums for a large class of processes, and provide new estimates on the accuracy of numerical approximations of such integrals.
报告人简介：
Lauri Viitasaari is a researcher at the University of Helsinki, Finland, and he received his PhD in Mathematics 2014 at Aalto University, Finland. Lauri Viitasaari's research topics vary from stochastic analysis, stochastic (partial/backward) differential equations, and the theory of asymptotic behaviour of random processes, to functional data analysis, time series analysis, and change point analysis.