Arxiv
| Presentation Name： | A connection of the Brascamp-Lieb inequality with Skorokhod embedding |
|---|---|
| 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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