SEMINAR ISMMA

JOI 5 OCTOMBRIE 2019, ora 11:00 (Casa Academiei, etajul 4, sala de conferinte)

NICOLAS PERKOWSKI (HUMBOLDT UNIVERSITAT zu BERLIN, GERMANY)

Pathwise stochastic analysis a la Föllmer

Abstract: In 1981 Föllmer observed that, as long as we are dealing with paths that have a quadratic variation More ...

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