Non-smooth paths

• Thesis title in Czech: Nehladké trajektorie
• Thesis title in English: Non-smooth paths
• Key words: Stochastické Sewing Lemma|Besovovy prostory|nehladké trajektorie
• English key words: Stochastic Sewing Lemma|Besov spaces|Rough Paths
• Academic year of topic announcement: 2021/2022
• Thesis type: diploma thesis
• Thesis language: angličtina
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: RNDr. Petr Čoupek, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 05.10.2021
• Date of assignment: 06.10.2021
• Confirmed by Study dept. on: 11.01.2022
• Date and time of defence: 08.06.2022 11:40
• Date of electronic submission: 05.05.2022
• Date of submission of printed version: 09.05.2022
• Date of proceeded defence: 08.06.2022
• Opponents: prof. RNDr. Bohdan Maslowski, DrSc.

Guidelines

Tématem práce budou základní výsledky teorie „rough paths“ a jejich aplikace v teorii integrace vůči náhodnému signálu, který nemusí mít charakter bílého šumu.

References

[1] P. K. Friz, M. Hairer, A Course on Rough Paths, Springer International Publishing, 2014.
[2] P. K. Friz, N. B. Victoir, Multidimensional Stochastic Processes as Rough Paths, Cambridge University Press, 2010.