主题: Stochastic integrals and BDG主讲人: Prof. Xicheng Zhang地点: 松江校区2号学院楼331报告厅时间: 2016-05-27 16:30:00组织单位: 理学院数学系
主讲人简介： Prof. Xicheng Zhang (Wuhan University, National crackajack young persons, Changjiang Scholars)
报告摘要：In this work we present an elementary inequality for general continuous stochastic processes with values in topology spaces. Using this inequality we define the stochastic integrals in Orlicz-type spaces (a class of quasi-Banach spaces) with respect to cylindrical Brownian motions, and derive Burkholder-Davies-Gundy's inequality for the corresponding stochastic integrals.
报告主持：闫理坦
报告语言：英语