|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 listsOne Day Meeting - Seventh Annual Symposium of the Cambridge Computational Biology Institute Whiston Society Seminars on Adaptation to Climate Change
Other talksABC methods for Bayesian model choice Convection in Porous Media, and implications for geological storage of CO_2 Quantative proteomics reveal novel proteins involved in mitochondrial DNA maintenance and segregation in Trypanosoma brucei "The end of the message: Insights into mRNA deadenylation" Contact Line – Quo Vadis? Mental imagery in bipolar disorder: experimental psychopathology and early treatment development