For those who are interested, the talk of Dr. dos Reis will be at the Aula Dottorato (at the Dipartimento di Matematica, Universita' degli Studi di Milano, via Saldini 50, 20133 Milano), today at 2pm.
Best regards Mario Maurelli
Il giorno lun 6 gen 2020 alle ore 12:22 Mario Maurelli < mario.maurelli@sns.it> ha scritto:
Dear all,
Sorry for cross-posting.
I would like to announce the following talk:
Time and place: Tuesday January 7, 2pm Dipartimento di Matematica, Universita' degli Studi di Milano [room TBC, another email will follow] via C. Saldini 50, Milano
Speaker: Dr. Goncalo dos Reis (University of Edinburgh)
Title: Ito type Chain rule for measure dependent random fields under full and conditional measure flows
Abstract: We present several Itô-Wentzell formulae on Wiener spaces for real-valued functionals random field of Itô type depending on measures. We distinguish the full- and marginal-measure flow cases. Derivatives with respect to the measure components are understood in the sense of Lions. This talk is based on joint work with V. Platonov (U. of Edinburgh), see https://arxiv.org/abs/1910.01892 .
Best regards Mario Maurelli