Fractional irregularity and fractional time-changed processes
- Date
- May 9, 2019
- Time
- 3:00 PM - 4:00 PM
- Speaker
- Yuliia Mishura
- Affiliation
- Uni Kiev
- Series
- TUD Mathematik AG Analysis & Stochastik
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. R. Schilling
- Description
- The talk will consist of two parts. First, we consider the behavior of maximal functionals of Gaussian processes, in particular, of fractional Brownian motion, for the latter analyzing its asymptotic behavior when H attends zero. Then we move to the time-changed fractional Ornstein-Uhlenbeck process and consider the behavior of its characteristics like covariance function.
- Links
Last modified: Apr 24, 2019, 11:10:07 AM
Location
TUD Willers-Bau (WIL A 124)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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