COOKIES: By using this website you agree that we can place Google Analytics Cookies on your device for performance monitoring. |

University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution

## A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distributionAdd to your list(s) Download to your calendar using vCal - Stefano Bonaccorsi (Università degli Studi di Trento)
- Friday 25 February 2022, 12:00-12:30
- Seminar Room 1, Newton Institute.
If you have a question about this talk, please contact nobody. FD2W01 - Deterministic and stochastic fractional diﬀerential equations and jump processes We consider a sequence of fractional Ornstein-Uhlenbeck processes, that are defined as solutions of a family of stochastic Volterra equations with kernel given by the Riesz derivative kernel, and leading coefficients given by a sequence of independent Gamma random variables. We construct a new process by taking the empirical mean of this sequence. In our framework, the processes involved are not Markovian, hence the analysis of their asymptotic behaviour requires some ad hoc construction. In our main result, we prove the almost sure convergence in the space of trajectories of the empirical means to a given Gaussian process, which we characterize completely. Based on a joint work with Luigi Amedeo Bianchi and Luciano Tubaro. This talk is part of the Isaac Newton Institute Seminar Series series. ## This talk is included in these lists:- All CMS events
- Featured lists
- INI info aggregator
- Isaac Newton Institute Seminar Series
- School of Physical Sciences
- Seminar Room 1, Newton Institute
- bld31
Note that ex-directory lists are not shown. |
## Other listsViss "Life Sciences Masterclass" Beyond Boundaries: from Physics to Plant Sciences## Other talksAction on Packaging: How the Co-op made all its own brand packaging recyclable. Decommissioning of nuclear power plants: Survey of a “new” challenge and three research ideas Derivation of the Vlasov equation from many-body quantum dynamics Virtual BSU Seminar: "Using Variational Bayes for fast inference in large longitudinal datasets” Gravitational waves: space-time mavericks in the cosmos. |