University of Cambridge > Talks.cam > Probability > Trees and rough paths

Trees and rough paths

Add to your list(s) Download to your calendar using vCal

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.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2014 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity