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METHOD:PUBLISH
BEGIN:VEVENT
DTSTAMP:20261111T090349Z
DTSTART:20261118T150000Z
DTEND:20261118T160000Z
SUMMARY:Probability Seminar: Yifan Jiang
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}eir-mwbw6m7
 s-irty5f
DESCRIPTION:Yifan Jiang (Imperial) will speak at the Probability seminar.
 \n\nTitle: Adapted Wasserstein distance between scalar fractional SDEs\n
 \nAbstract: In this talk\, I will discuss two approaches to compute the 
 adapted Wasserstein distance between fractional SDEs. The first approach
  uses the canonical representation of Gaussian processes and reformulate
 s the bicausal transport problem as a stochastic control problem. The se
 cond approach relies on the discrete-time approximation to scalar fracti
 onal SDEs. We identify the synchronous coupling between fractional SDE a
 nd establish its optimality for any Hurst parameter in (0\,1) up to a co
 mmutator condition of the associated coefficients for the rough regime. 
 To the best of my knowledge\, these are first results go beyond the Mark
 ovian or semi-martingale framework. This talk is based on joint works wi
 th Fang Rui Lim.\n
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Frank Adams 2\, Alan Turing Building\, Manchester
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