Concentration of truncated variation for fractional Brownian motion

Prelegent(ci)

Witold Bednorz

Afiliacja

University of Warsaw

Termin

9 maja 2024 12:15

Pokój

p. 3160

Seminarium

Seminarium Zakładu Rachunku Prawdopodobieństwa

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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.

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