Events
Stochastics Seminar |
| Time: Apr 09, 2014 (02:00 PM) |
| Location: Parker Hall 224 |
|
Details: Speaker: Dr. Olav Kallenberg Title: Boundedness and convergence of single and multiple stochastic integrals Abstract: The most basic questions regarding stochastic integrals, both single and multiple, are whether they converge or diverge, and whether a sequence of such integrals tends in probability to zero. Using some general existence and comparison theorems for tangential processes, we can now answer such questions in surprising generality. |