Some notes on Malliavin calculus, surface integrals and integration by parts formulae in infinite dimensional spaces -- Stefano Bonaccorsi (Università di Trento)
Seminario di: Analisi Matematica
Dettagli dell'evento
Quando
16/10/2018
dalle 14:00 alle 15:00
dalle 14:00 alle 15:00
Dove
Aula B3, Palazzo Manfredini
Persona di riferimento
Michele Miranda
Abstract:
We briefly introduce the basic definitions of Malliavin calculus from the different perspectives of infinite dimensional analysis (following Da Prato) on the one side and of probability (following Nualart). Then we introduce, for suitable functionals of the Brownian motion, the problem of constructing a surface measure (i.e., the restriction of the reference measure on the infinite dimensional Wiener space) on the level sets defined by them. Finally, we give some interpretation of such results in terms of other stochastic processes.
