Probability Seminar: Alejandro Santoyo - Stable processes via fractional calculus.
| Dates: | 6 November 2024 |
|---|
| Times: | 15:00 - 16:00 |
|---|
| What is it: | Seminar |
|---|
| Organiser: | Department of Mathematics |
|---|
|
|
Alejandro Santoyo will speak at the Probability seminar.
Title: Stable processes via fractional calculus.
Abstract:
In this talk, we will explore the connection between stable processes and fractional calculus through their infinitesimal generator. We will introduce the appropriate fractional operators, highlighting their properties and fundamental results, which are then applied within the context of stable process. This approach will guide us to the formulation of an occupational Meyer-Ito theorem, offering a generalization of the classic Tanaka formula.
Travel and Contact Information
Find event
Frank Adams 2
Alan Turing Building
Manchester
