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Anita Kollwitz

Nicolas Juillet, Université de Haute-Alsace (UHA), Mulhouse: Markovinification of the quantile process (Oberseminar Mathematische Stochastik)

Wednesday, 08.12.2021 17:00 im Raum SRZ 216

Mathematik und Informatik

It has been established by Lisini that absolutely continuous curves (of order 2) $t\to \mu_t$ in the Wasserstein space over a metric space $X$ can be represented by an action-minimizing probability measure on the space of absolutely continuous curves. We will show that in the basic case of the real line ($X=\R$), this measure can moreover be asked to be Markovian. This is a special case of a more general result, with consequences in stochastics, where no continuity assumptions are made on the family $\mu$. (joint work with Charles Boubel from Strasbourg)



Angelegt am Wednesday, 15.09.2021 09:40 von Anita Kollwitz
Geändert am Friday, 03.12.2021 15:45 von Anita Kollwitz
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Stochastik