|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 listsCambridge Food Security Forum Invitation Arrol Adam Lecture Series
Other talksEstimating the Cascade of Care (CoC): Is it as simple as it seems? Supergenes, Sex and Sociality CJBS Business Briefing: The CEO from Every Angle: From Pay to Bribes to Disasters (Literally) Algebraic methods for parameter-free analysis of biochemical networks High_Value Business Models Symposium Vaccine Antigen Delivery: new approaches to vaccine development