Dear Colleagues,

It is our great pleasure to invite you to the following workshop.

Best regards,
Stefania Ugolini
on behalf of the Organizing Committee

Workshop:  Malliavin Calculus and its Applications

Thursday 17 September 2026

Milano, Aula 208, Via Celoria 20.

Schedule: 

10h-11h Giulia Di Nunno (Oslo University), Malliavin calculus in Sandwich Volterra Volatility models

11h15-12h15 Vlad Bally (Université Gustave Eiffel), Integration by parts and convergence in distribution norms in the CLT.

14h30-15h30 Sonia Mazzucchi (Università di Trento), Feynman path integrals for Schrödinger equation with magnetic field: a Malliavin Calculus approach.

The workshop is organized by Francesco De Vecchi (Università di Pavia), Frédéric Patras (CNRS-Université Cote d’Azur) e Stefania Ugolini (Università di Milano) as the first scientific event of the Intensive Research Trimester titled:   "Algebraic & Geometric Structures in Stochastic Calculus" of the Center for Training and Research, in the framework of the Excellence Project 2023-2027 of the Department of Mathematics " “F. Enriques”, Milano.