学术信息

Stochastic integrals and BDG's inequalities in Orlicz-type spaces

主讲人简介: Prof. Xicheng Zhang (Wuhan University, National crackajack young persons, Changjiang Scholars)

报告摘要:In this work we present an elementary inequality for general continuous stochastic processes with values in topology spaces. Using this inequality we define the stochastic integrals in Orlicz-type spaces (a class of quasi-Banach spaces) with respect to cylindrical Brownian motions, and derive Burkholder-Davies-Gundy's inequality for the corresponding stochastic integrals.

报告主持:闫理坦

报告语言:英语

闫理坦

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