Next talk: December 16, 2025.
Tuesday - 5:00 pm (KSA)- (2:00 p.m GMT)
Zoom link: https://ksu-hub.zoom.us/j/97753107489
Speaker: Asma Khedher, University of Amstredam, The Netherlands.
Title: Universal approximation for functions of infinite-dimensional signatures.
Abstract: The goal of this work is to establish a universal approximation theorem (UAT) for continuous functionals on the signatures of infinite-dimensional continuous weakly geometric rough paths. To this end, we apply the Stone–Weierstrass theorem, exploiting the fact that norm-bounded sets are compact in the weak* topology. Our motivation is to use this result for the approximation
of stochastic partial differential equations, with potential applications to modeling and pricing forward rates within the Heath–Jarrow–Morton-Musiela framework.
Objectives of the Al-Khwarizmi seminar: to share knowledge, problems, methods among researchers in applied mathematics from different backgrounds and countries.
Seminar details: the seminar occurs online every two weeks (Zoom link: https://ksu-hub.zoom.us/j/97753107489), with each talk lasting 50 minutes, followed by a 20-minute Q&A session.
Organizers: under the guidance of an international scientific committee, the webinar is led by researchers from Tunisian and Saudi universities (see our committee members).
Flexibility and collaboration: we aim at fostering collaborations and potential research projects or publications among researchers from all over the world, thus everyone is welcome to suggest a talk by sending a message to any of these emails: rafik.aguech@ipeit.rnu.tn, nabil.gmati@enit.utm.tn, wissem.jedidi@fst.utm.tn, aalhammali@iau.edu.sa
Support: AGALab-Monastir, LAMSIN-Tunis, the Mediterranean Institute for the Mathematical Sciences, and the Tunisian Mathematical Society.