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Concentration of truncated variation for fractional Brownian motion

Prelegent(ci)
Witold Bednorz
Afiliacja
University of Warsaw
Termin
9 maja 2024 12:15
Pokój
p. 3160
Seminarium
Seminarium Zakładu Rachunku Prawdopodobieństwa

The talk will be about some new result that concerns bounding variation for fBM. In particular, I show some technique, due to Picard, which makes it possible to introduce some independence in studying similar questions. I will focus then on some concentration type result for fBM - this is joint work with Rafal Lochowski from SGH.