Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems
timetable:
Fri 9 Jun, 9:30 - 10:10, Aula Mancini
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seminar: The Brascamp-Lieb inequality and its applications
speaker: Tadahisa Funaki (University of Tokyo)abstract: We shall give a construction of the Wiener integrals relative to the centered Bessel processes based on the Brascamp-Lieb inequality. Another approach via Hardy's inequality will be discussed. We shall then present a new proof of the Brascamp-Lieb like inequalities and related FKG inequality due to a coupling of SDEs. The first part is a joint work with Y. Hariya, F. Hirsch, M. Yor and the second one with K. Toukairin.
timetable:
Fri 9 Jun, 9:30 - 10:10, Aula Mancini
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