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Functional Itô Formula and Taylor Expansion for Non-anticipative Maps of Rough Paths

Christa Cuchiero, University of Vienna

Wednesday, May 1, 2024
4:30 pm
Sherrerd Hall, 101

Financial Mathematics Seminar

See event website for additional details and how to view or participate.

Sponsors

Sherrerd Hall

Operations Research and Financial Engineering

Developing mathematical and computational tools for making decisions under uncertainty

School of Engineering & Applied Science

School of Engineering and Applied Science

Princeton, New Jersey 08544

Engineering Newsletter Signup

Diversity and Non-Discrimination

Princeton University is committed to equal opportunity and non-discrimination. To maximize excellence, we seek talent from all segments of American society and the world, and we take steps to ensure everyone at Princeton can thrive while they are here. That is the sole rationale and purpose of our diversity and inclusion programs, all of which are voluntary and open to all, and which comply with federal and state non-discrimination laws. Princeton does not discriminate on the basis of race, sex, ethnicity, color, national origin, religion, disability, or any other protected characteristic, and Princeton does not provide special benefits or preferential treatment on the basis of a protected characteristic.

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