Ciclo di Seminari - Progetto ERC grant PASCAL (Probabilistic and Statistical Techniques for Cosmological Applications)

Lunedì 27 aprile - ore 14 - aula D'Antoni Speaker Vlad Bally, Universite' Paris-Est LAMA, INRIA

title: Convergence and regularity of probability laws by using an interpolation method

Abstract: In a recent paper, Fournier and Printems establish a methodology which allows to rove the absolute continuity of the law of the solution of some stochastic equations with Holder continuous coefficients. This is of course out of reach by using already classical probabilistic methods based on Malliavin calculus. In this context, Debussche and Romito employ some Besov space technics in order to substantially improve the result of Fournier and Printems. In this talk we show that this kind of problem naturally fits in the framework of interpolation spaces: we prove an interpolation inequality which allows to state (and even to slightly improve) the above absolute continuity result. Moreover it turns out that the above interpolation inequality has applications in a completely different framework: we use it in order to estimate the error in total variance distance in some convergence theorems.

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Cordiali saluti,

Claudio Durastanti