ETD

Archivio digitale delle tesi discusse presso l'Università di Pisa

Tesi etd-09072020-194635


Tipo di tesi
Tesi di laurea magistrale
Autore
MATTESINI, FRANCESCO
URN
etd-09072020-194635
Titolo
Asymptotics of Transportation Cost for Occupation Measures of Fractional Brownian Motion
Dipartimento
MATEMATICA
Corso di studi
MATEMATICA
Relatori
relatore Prof. Trevisan, Dario
relatore Prof. Huesmann, Martin
controrelatore Prof. Romito, Marco
Parole chiave
  • probability
  • matching problem
  • optimal transport
Data inizio appello
25/09/2020
Consultabilità
Completa
Riassunto
Optimal matching problem involves both mathematical analysis and probability theory. Among its different formulations we consider the problem of studying the rate of convergence between the occupation measure of a diffusion process taking values on a compact Riemmanian manifold endowed with a measure. The aim of the thesis is to give new insights on the recent results obtained by Feng-Yu Wang and Jie-Xiang Zhu considering the case of a fractional Brownian motion taking values on the d-dimensional flat torus endowed with the Lebesgue measure.
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