Thesis etd-09072020-194635 |
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Thesis type
Tesi di laurea magistrale
Author
MATTESINI, FRANCESCO
URN
etd-09072020-194635
Thesis title
Asymptotics of Transportation Cost for Occupation Measures of Fractional Brownian Motion
Department
MATEMATICA
Course of study
MATEMATICA
Supervisors
relatore Prof. Trevisan, Dario
relatore Prof. Huesmann, Martin
controrelatore Prof. Romito, Marco
relatore Prof. Huesmann, Martin
controrelatore Prof. Romito, Marco
Keywords
- matching problem
- optimal transport
- probability
Graduation session start date
25/09/2020
Availability
Full
Summary
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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