Título: Brownian modules of continuité and diffusion approximation

Palestrante: Julien Chevallier (LJK, Université Grenoble Alpes)
Data: 11/01/2021
Horário: 15:00h - 16:00h (Rio de Janeiro local time)
Local: Transmissão Online

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Resumo: Garsia–Rodemich–Rumsey (1971) proved an inequality which has been used to upper-bound the Brownian modules of continuity. In turn, this upper-bound was used by T.G. Kurtz (1976) to prove a strong diffusion approximation result for pure jump processes. However, this proof makes the crucial assumption that jump rates are uniformly bounded. The main objective of this talk is to show how to get rid of this assumption starting back from GRR inequality. The second objective is to show that this scheme of proof is robust to time scaling.

All the talks are held in English.
We take the opportunity to inform that the videos of the online seminars held during 2020 are available HERE.

Regarding this year, a few days after each meeting the video should be available HERE.