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Stochastic integrals and BDG's inequalities in Orlicz-type spaces

发布时间:2016-05-23发布部门:理学院

主题:Stochastic integrals and BDG

主讲人:Prof. Xicheng Zhang

时间:2016-05-27 16:30:00

地点:松江校区2号学院楼331报告厅

组织单位:理学院数学系

主讲人简介: Prof. Xicheng Zhang (Wuhan University, National crackajack young persons, Changjiang Scholars)

报告摘要:In this work we present an elementary inequality for general continuous stochastic processes with values in topology spaces. Using this inequality we define the stochastic integrals in Orlicz-type spaces (a class of quasi-Banach spaces) with respect to cylindrical Brownian motions, and derive Burkholder-Davies-Gundy's inequality for the corresponding stochastic integrals.

报告主持:闫理坦

报告语言:英语

视频: 摄影: 撰写:闫理坦 信息员:唐晓亮 编辑:向娟