Bilkent Üniversitesi Analiz Seminerleri
Characterization of Invertibility of Adapted Shifts on the Wiener Space
Yaman Paksoy
Bilkent University, Türkiye
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.
NOT:
Konuşma öncesinde çay-kurabiye ikramı yapılacaktır
