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YouTube

How to Estimate P Variation

Hausdorff Center for Mathematics via YouTube

Overview

Learn a method for estimating the p-variation of paths in metric spaces through this 42-minute lecture by Pavel Zorin Kranich. Explore a technique that provides robust moment estimates for enhanced martingales and can be computed efficiently. Delve into the mathematical foundations of this approach, presented as part of the Hausdorff Junior Trimester Program on Randomness, PDEs, and Nonlinear Fluctuations at the Hausdorff Center for Mathematics. Gain insights into the practical applications and computational advantages of this estimation method in the study of stochastic processes and metric space geometry.

Syllabus

Pavel Zorin Kranich: How to estimate p variation

Taught by

Hausdorff Center for Mathematics

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