Analysis and Probability Seminar: “Sobolev Martingales”

Date and time: Tuesday September 18, 2018 at 2:30 PM

Location: Yost 306

Speaker: Michal Wojciechowski, Polish Academy of Sciences, Warsaw

Abstract: We define and study classes of vector martingales obeying special restrictions imposed on martingale differences. We prove an analog of the Sobolev embedding theorem for such martingales and give the (exact) bound of the Hausdorff dimension of their limit measures.

Joint work with Rami Ayoush and DIma Stolyarov.

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