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