Dear all,
we inform that Professor Stefano Bonaccorsi (Università di Trento) will give a seminar at LUISS University on
Tuesday, December the 18th
at
10:00 am
in
Room 205b, Viale Romania 32
with the following title and abstract
Title:
Some notes on Malliavin calculus, surface integrals and integration by parts formulae in infinite dimensional spaces
Abstract:
We introduce a basic construction of the Malliavin calculus which unifies some different perspectives (e.g., Bogachev, Da Prato, Lunardi, 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.
Kind regards
Giovanni Zanco
LUISS Università Guido Carli
Department of Economics and Finance
V.le Romania 32
00197 Roma