Workshop in stochastic analysis

26–30 November 2018

Sessions

26 November 2018
Time Session
1:30pm
Liu
2:30pm
Field
27 November 2018
Time Session
9:30am
Urbina
11am
Cioica-Licht
1:30pm
Huang
2:30pm
Guo
28 November 2018
Time Session
9:30am
Weis
11am
Antoni
1:30pm
Baumer
2:30pm
Mukherjee
29 November 2018
Time Session
9:30am
Portal
11am
Loeper
1:30pm
Burkholder–Davis–Gundy inequalities and stochastic integration in UMD Banach spaces
Ivan Yaroslavtsev, TU Delft, Netherlands
In this talk we will present Burkholder--Davis--Gundy inequalities for general UMD Banach space-valued martingales. Namely, we will show that for any UMD Banach space $X$, for any $X$-valued martingale $M$ with $M_0=0$, and for any $1\leq p<\infty$ \[ \mathbb E \sup_{0\leq s\leq t} \|M_s\|^p \eqsim_{p, X} \mathbb E \gamma([\![M]\!]_t)^p ,\;\;\; t\geq 0, \] where $[\![M]\!]_t$ is the covariation bilinear form of $M$ defined on $X^* \times X^*$ so that \[ [\![M]\!]_t(x^*, y^*) = [\langle M,x^* \rangle, \langle M, y^* \rangle]_t,\;\;\;x^*, y^*\in X^*, \] and $ \gamma([\![M]\!]_t) $ is the $L^2$-norm of a Gaussian measure on $X$ having $[\![M]\!]_t$ as its covariance bilinear form. As a consequence we will extend the theory of vector-valued stochastic integration with respect to a cylindrical Brownian motion by van Neerven, Veraar, and Weis, to the full generality.
2:30pm
Balasuriya
30 November 2018
Time Session
9:30am
Goldys
11am
Tolomeo

Registration is free and open to the public. 

Building #145, Science Road, The Australian National University

Map

About Canberra

Canberra is located in the Australian Capital Territory, on the ancient lands of the Ngunnawal people, who have lived here for over 20,000 years. Canberra’s name is thought to mean ‘meeting place’, derived from the Aboriginal word Kamberra. European settlers arrived in the 1830s, and the area won selection by ballot for the federal capital in 1908. Since then the ‘Bush Capital’ has grown to become the proud home of the Australian story, with a growing population of around 390,000.

Canberra hosts a wide range of tourist attractions, including various national museums, galleries and Parliament House, as well as beautiful parks and walking trails. Several attractions are within walking distance of the ANU campus, including the National Museum of Australia and the Australian National Botanic Gardens. Canberra is also a fantastic base from which to explore the many treasures of the surrounding region, including historic townships, beautiful coastlines and the famous Snowy Mountains. Learn more about what to do and see during your stay in Canberra here.

Accommodation

Below are some accommodation options for your visit to Canberra.

http://www.anu.edu.au/study/accommodation/accommodation-alternatives 

Visas

International visitors to Australia require a visa or an electronic travel authority (ETA) prior to arrival. It is your responsibility to ensure documentation is correct and complete before you commence your journey. Information on obtaining visas and ETAs can be found here.

Transportation

There are many ways to get around Canberra. Below is some useful information about Bus & Taxi transport around the ANU, the Airport and surrounding areas.

Taxi

If you are catching a taxi or Uber to the ANU Mathematical Sciences Institute, ask to be taken to Building #145, Science Road, ANU. We are located close to the Ian Ross Building and the ANU gym. A Taxi will generally cost around $40 and will take roughly 15 minutes. Pricing and time may vary depending on traffic.

Taxi bookings can be made through Canberra Elite Taxis - 13 22 27.

Airport Shuttle

the ACT government has implemented a public bus service from the CBD to the Canberra Airport via bus Route 11 and 11A, seven days a week. Services run approximately every half hour, and better during peak times (weekdays) and every hour (weekends).

To travel just use your MyWay card or pay a cash fare to the driver when boarding. A single adult trip when paying cash will cost $4.80 with cheaper fares for students and children. Significant savings can be made when travelling with MyWay.

View MyWay and Fares information.

For more information about the buses to Canberra airport.

Action Buses

Canberra buses are a cheap and easy way of getting around town once you're here.

For more information about bus services and fares.

Macarena Rojas
+61 2 6125 1157