Presentation Name: | A connection of the Brascamp-Lieb inequality with Skorokhod embedding |
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Presenter👎🏻: | Professor Hariya Yuu |
Date: | 2013-10-18 |
Location: | 光华东主楼1501 |
Abstract👩👩👧👦: | We reveal a connection of the Brascamp-Lieb moment inequality with Skorokhod embedding. We also provide error bounds for the inequality in terms of variance by applying the It/^o-Tanaka formula. |
Annual Speech Directory: | No.152 |
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