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UID:DSC-3975
DTSTART;TZID=Europe/Berlin:20121213T140000
SEQUENCE:1352208184
TRANSP:OPAQUE
DTEND;TZID=Europe/Berlin:20121213T150000
URL:https://www.dresden-science-calendar.de/calendar/de/detail/3975
LOCATION:TUD Willers-Bau\, Zellescher Weg 12-1401069 Dresden
SUMMARY:Imkeller: A Fourier approach of pathwise integration
CLASS:PUBLIC
DESCRIPTION:Speaker: Prof. Dr. Peter Imkeller\nInstitute of Speaker: Humbol
 dt Universität Berlin\nTopics:\nMathematik\n Location:\n  Name: TUD Wille
 rs-Bau (WIL A 124)\n  Street: Zellescher Weg 12-14\n  City: 01069 Dresden\
 n  Phone: \n  Fax: \nDescription: In 1961\, Ciesielski established a remar
 kable isomorphism of spaces of Hölder continuous functions and Banach spa
 ces of real valued sequences. This isomorphism leads to wavelet decomposit
 ions of Gaussian processes giving access for instance to a precise study o
 f their large deviations\, as shown by Baldi and Roynette. We will use Sch
 auder representations for a pathwise approach of integration\, using Ciesi
 elski's isomorphism. It can be formulated in terms of dyadic martingales a
 nd Rademacher functions. In a more general and analytical setting\, this p
 athwise approach of rough path analysis can be understood in terms of Pale
 y-Littlewood decompositions of distributions\, and Bony para-products in B
 esov spaces. This talk is based on work in progress with M. Gubinelli (U P
 aris-Dauphine) and N. Perkowski (HU Berlin).
DTSTAMP:20260525T211154Z
CREATED:20121009T172802Z
LAST-MODIFIED:20121106T132304Z
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