For more information about this meeting, contact Manfred Denker.
| Title: | Stochastic Integration of Two-Parameter Semimartingales and Weak Convergence II |
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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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| This is a continuation of last week's talk (handouts are available).
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: | 12 / 07 / 2012 |
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| Time: | 02:20pm - 03:20pm |
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