Seminarios de Estadística e Investigación Operativa

Seminarios de Estadística e I.O. organizados por el Instituto de Matemáticas IEMath-GR:

11:00 h.

Conferenciante: Giacomo Ascione (Università degli Studi di Napoli Federico II): Time-changed fractional Ornstein-Uhlenbeck Processes.
Abstract: In this talk I will focus on the description of some characteristics of a timechanged fractional Ornstein-Uhlenbeck process, i. e. a process obtained by considering a fractional Ornstein-Uhlenbeck process as introduced in and we substitute the time by the inverse of an independent driftless subordinator.

12:00 h.

Conferenciante: Enrica Pirozzi (Università degli Studi di Napoli Federico II): On the construction of some fractional stochastic Gompertz models.
Abstract: The aim of this talk is the presentation of results collected in a paper devoted to the construction of stochastic versions for some fractional Gompertz curves previously introduced. Specifically, a class of linear fractional-integral stochastic equations is studied, for which existence and uniqueness of a Gaussian solution are proved. Such kind of equations are then used to construct fractional stochastic Gompertz models. A new fractional Gompertz model, based on the previous two, is introduced and a stochastic version of it is provided.

• Fecha: Jueves, 27 de Febrero de 2020
• Lugar: Instituto de Matemáticas IEMath-GR. Seminario 1 (1ª planta)
• Horario: 11:00 h. y 12:00 h.
• Organiza: Instituto de Matemáticas IEMath-GR
• Más información:
  https://wpd.ugr.es/~iemath/es/
  iemath@ugr.es