Dr. Raghid Zeineddine
Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems
| What |
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| When |
Jul 12, 2017 from 02:15 PM to 03:00 PM |
| Where | Raum 232, Eckerstraße 1 |
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It is a great pleasure to announce the FRIAS introduction talk of Raghid Zeineddine
Fractional Brownian motion in Brownian time: stochastic calculus and related limit theorems.
In this talk, he would like to introduce the so-called fractional Brownian motion in Brownian time and to show what was the historical motivation to build a stochastic integral with respect to it. Then, he will show the main limit theorem in my recently published paper entitled: Asymptotic behavior of the weighted power variations of the fractional Brownian motion in Brownian time.