Division of Applied Mathematics

Seminars for Sep 5 - Sep 9, 2011

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• Tuesday, September 6, 2011
  
  

  Probability Seminar

  Speaker:	Anastasia Papavasileiou, Department of Statistics, Warwick University, England
  Title:	Statistical modelling of stochastic systems through rough paths
  Time/Place:	11:00am-12:00 p.m., 182 George Street, Room 110

  Abstract:   Stochastic processes modelled by differential equations driven by rough paths (RDEs) are very general. They include diffusions but also non-Markovian processes such as the ones modelled by stochastic delay equations. First, I will discuss the basic ideas of the theory of rough paths, as developed by T. Lyons. Then, I will present the methodology for performing statistical inference for such models.

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