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