Friday, July 28, 2017 (11:00 a.m. in Yost 306)
Title: Stochastic Integrals with respect to Tempered alpha-Stable Levy Process
Student: Yukun Song
Advisor: Wojbor Woyczynski (Professor, Case Western Reserve University)
Abstract: As we know, there are many equalities and inequalities for stochastic integrals. Some equalities and inequalities hold when the stochastic integrator has very nice characteristics, like...