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SUMMARY:Trees and rough paths - Jean Picard (Clermont-Ferrand)
DTSTART:20081125T140000Z
DTEND:20081125T150000Z
UID:TALK14350@talks.cam.ac.uk
CONTACT:Berestycki
DESCRIPTION:Each real-valued continuous path defined on [0\,1] can be asso
 ciated to a tree. Our aim is to discuss the relationship between these two
  objects. It turns out that some properties of the path\, such that the fa
 ct that it has finite p-variation\, can be translated into a geometric pro
 perty of the tree. Moreover\, integrals with respect to the path can be wr
 itten as integrals on the tree\; this can be done for the Young integral b
 ut also for some integrals of the rough paths theory. This approach can be
  applied to stochastic paths such as fractional Brownian motions in order 
 to construct stochastic integrals. 
LOCATION:MR12\, CMS\, Wilberforce Road\, Cambridge\, CB3 0WB
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