比利时vs摩洛哥足彩
,
university of california san diego
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advancement to candidacy
evangelos ``vaki'' nikitopoulos
ucsd
it\={o}'s formula in free stochastic integration
abstract:
in 1998, p. biane and r. speicher developed a theory of stochastic integration against free additive self-adjoint brownian motion, the large-$n$ limit of $n \times n$ hermitian brownian motion. this development included a kind of it\={o} formula for certain functions of free it\={o} processes. in this talk, we discuss -- for motivation -- the finite-$n$ version of this it\={o} formula and use objects called \textit{double operator integrals} to give a new analytic interpretation of the quantities therein, which to date have been understood and interpreted mostly in combinatorial ways. this analytic interpretation yields an extension, which we shall also discuss, of biane and speicher's original formula.
advisors: bruce driver and todd kemp
may 21, 2020
11:00 am
zoom link: https://ucsd.zoom.us/j/92003338401
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