You are not logged in | Log in
Logo of the Faculty of Mathematics, Informatics, and Mechanics, University of Warsaw Logo of the Faculty of Mathematics, Informatics, and Mechanics, University of Warsaw

Concentration of truncated variation for fractional Brownian motion

Speaker(s)
Witold Bednorz
Affiliation
University of Warsaw
Date
May 9, 2024, 12:15 p.m.
Room
room 3160
Seminar
Seminar of Probability Group

The talk will be about some new result that concerns bounding variation for fBM. In particular, I show some technique, due to Picard, which makes it possible to introduce some independence in studying similar questions. I will focus then on some concentration type result for fBM - this is joint work with Rafal Lochowski from SGH.

Careers

Website

© 2024 University of Warsaw. All rights reserved.