|COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring.|
Trees and rough paths
If you have a question about this talk, please contact Berestycki.
Each real-valued continuous path defined on [0,1] can be associated to a tree. Our aim is to discuss the relationship between these two objects. It turns out that some properties of the path, such that the fact that it has finite p-variation, can be translated into a geometric property of the tree. Moreover, integrals with respect to the path can be written as integrals on the tree; this can be done for the Young integral but also for some integrals of the rough paths theory. This approach can be applied to stochastic paths such as fractional Brownian motions in order to construct stochastic integrals.
This talk is part of the Probability series.
This talk is included in these lists:
Note that ex-directory lists are not shown.
Other listsNetworking Event - Cambridge Social Ventures J CRUK CI Seminars
Other talksHigher preprojective algebras and higher zigzag algebras Heat Rises: 100 Years of Rayleigh-Bénard Convection (Rouse Ball Lecture) Dr Becca Asquith: KIRs, CD8 T cell dynamics and control of chronic viral infection Graphene For Satellites Thermal Control Meet the Authors 'What's cooking? Investigating Indus Civilisation cooking practices using residue analysis'