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


dalle 14:00 alle 15:00


Aula B3, Palazzo Manfredini

Persona di riferimento

Michele Miranda

Aggiungi l'evento al calendario


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.
archiviato sotto: