Bilkent University Analysis Seminars

Characterization of Invertibility of Adapted Shifts on the Wiener Space
Yaman Paksoy
Bilkent University, Turkey
Özet : In this talk, first we will go over some basic, introductory concepts of financial mathematics, see some of the central theorems that the field revolves around such as Ito formula, Girsanov theorem, etc. Then, we will discuss a paper by Ali Süleyman Üstünel where he characterizes the invertibility of some significant operators (called Adapted Perturbation of Identity) from Wiener space to itself, using their entropies.
  Tarih : 06.11.2018
  Saat : 16:00
  Yer : Seminar room, SA - 141
  Dil : English
  Not : Konuşma öncesinde çay-kurabiye ikramı yapılacaktır