For more information about this meeting, contact Manfred Denker.
|Title:||Stochastic Integration of Two-Parameter Semimartingales and Weak Convergence II|
|Seminar:||Seminar on Probability and its Application|
|Speaker:||Brian Nowakowski, Penn State University|
|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
|Date:||12 / 07 / 2012|
|Time:||02:20pm - 03:20pm|