学术报告

[online]Skorohod and Stratonovich integrals for controlled processes

发布人:发布时间: 2021-04-01

字体大小: 【小】 【中】 【大】

题目:Skorohod and Stratonovich integrals for controlled processes

 

报告人:宋健 教授(山东大学)

 

时间:2021年406日(星期二)上午10:00-11:00

 

地点:腾讯会议  ID: 412 756 000

 

摘要:Given a continuous Gaussian process $x$ which gives rise to a $p$-geometric rough path for $p\in (2,3)$, and a general continuous process $y$ controlled by $x$, under proper conditions we establish the relationship between the Skorohod integral $\int_0^t y_s \dd^\diamond x_s$ and the Stratonovich integral $\int_0^t y_s \dd \bx_s$. Our strategy is to employ the tools from rough paths theory and Malliavin calculus to analyze discrete sums of the integrals. This is a joint work with Samy Tindel.   

 

邀请人:  宋玉林 老师