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Construction of self -similar Martingales, using the Azéma -Yor algorithm for Skorokhod embedding
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When
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Thursday 4th March at 5.15pm
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Where
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B617, Leverhulme Library, Columbia House
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Presentations
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Speaker
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Marc Yor
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From
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University of Paris 6
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Abstract
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The explicit form of the Azéma -Yor algorithm for Skorokod embedding makes it possible to embed ,again quite explicitly many self -similar martingales in Brownian Motion .
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For further information
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Sabina Allam (Postgraduate Administrator) Ext. 6879
Department of Statistics, Columbia House
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