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Monday, October 5, 2015 - 4:00pm

Jiro Akahori

Ritsumeikan University, Japan

Location

Drexel University

Korman 245

In mathematical/quantitative finance, Brownian motion in hyperbolic space has been playing important roles implicitly/explicitly. After reviewing the literature, some remarks on its symmetry, its asymptotic analysis, and extension to a fractional version will be illustrated.