28-31 August 2018
Angers - France
Europe/Paris timezone

On sets of laws of continuous martingales

28 Aug 2018, 17:40
30m
Angers - France

Angers - France

Speaker

Prof. Youri Kabanov (Lomonosov Moscow State University and Université de Bourgogne Franche-Comté)

Description

We discuss relations between sets of laws of stochastic integrals with respect to a Wiener process
and general continuous martingales having quadratic characteristics whose RN-derivatives evolve in the
same convex set of positive semidefinite symmetric matrices.

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