Regular speakers and their current areas of interest:
Olav Kallenberg: stochastic analysis and dynamical systems, with applications to statistical mechanics and biological evolution
Ming Liao: stochastic processes in Lie groups
Erkan Nane: fractional diffusions and iterated processes
2014 - 2015
Speaker: Olav Kallenberg
Topic: Tangential existence and comparison
Abstract: By a fundamental theorem of Jacod, a semimartingale X has independent increments iff its local characteristics are a.s. nonrandom. This seems to suggest that we may reduce the study of X to the independence case by a simple conditioning. Though this doesn't work in general, we can always construct an approximating tangential process with conditionallly independent increments. In this talk, I shall try to explain and elaborate on these ideas.