Apr 2018 - Mar 2019

Math-Fi seminar on 14 Feb.

2019.02.18 Mon up
  • Date: 14 Feb. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time: 16:30-18:30

  • First speaker: Antoine Lejay (Institut Élie Cartan de Lorraine)
  • Title: rough paths (the second lecture)

  • Second speaker: Takafumi Amaba (Fukuoka University)
  • Title: On the regularity of time occupation functionals for Gaussian processes
  • Abstract:
We are interested in the order of Sobolev space $\mathbb{D}_{2}^{\alpha}$ for which Wiener functional functional $ \int_{0}^{t} \Lambda ( X_{s}, \dot{X}_{s} ) \mathrm{d}s $ belongs to, where $\Lambda$ is a Schwartz distribution on $\mathbb{R}^{2}$ and $X = (X_{t})_{t \in \mathbb{R}}$ is a centered stationary Gaussian process satisfying some conditions. This class of functionals cover the cases of time-occupational functionals and level crossings. Joint work with Marie Kratz.

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