For more information about this meeting, contact Manfred Denker.
| Title: | Stochastic Integration of Two-Parameter Semimartingales and Weak Convergence |
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| Seminar: | Seminar on Probability and its Application |
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| Speaker: | Brian Nowakowski, Penn State University |
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| Abstract: |
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| We present an extension of work by Jakubowski, Memin and Pages
to the setting of stochastic processes
with a multidimensional time parameter. In particular, we demonstrate
that under suitable conditions, convergence
of the pair (X_n,Y_n) to (X,Y) implies the convergence of \int Y_n dX_n
to \int Y dX. An extension of the relevant topologies,
as well as a new approach to multi-parameter stochastic integrals, will
also be discussed. |
Room Reservation Information
| Room Number: | MB106 |
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| Date: | 11 / 30 / 2012 |
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| Time: | 02:20pm - 03:20pm |
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