開催日時
2026/04/24 金 15:30 - 17:00
場所
3号館552号室
講演者
星野浄生
講演者所属
大阪公立大学
概要
The sum of stochastic processes $X$ and $Y$ with quadratic variation does not necessarily have quadratic variation in general. In this talk, we show that if $X$ and $Y$ is stochastic differentiable, in the sense we introduce, with respect to some process $Z$ with quadratic variation, the sum of $X$ and $Y$ have quadratic variation.