Andrew Smith

will speak on

Brownian Blancmange and Wobbly Integrals

Time: 3:00PM
Date: Tue 21st October 2025
Location: E0.32 (beside Pi restaurant) [map]

Further information

Abstract: Brownian Blancmange is a set of four continuous but nowhere-differentiable functions with finite non-zero quadratic variation.

The Wobbly Integral is a variant of the Riemann-Stieltjes integral. By weakening Riemann-Stieltjes' convergence criterion, Wobbly Integration extends to Brownian Blancmange, although familiar operations such as integration-by-parts require additional wobble terms. Numerical verification is straightforward.

Wobbly Integrals involving Brownian Blancmange satisfy identities usually associated with It\^o's calculus of Brownian motion, but without the use of probabilities in their construction.

https://ucd-ie.zoom.us/j/65956035542

(This talk is part of the Analysis series.)

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