Seminar
An introduction to Malliavin calculus
Department's Seminar
30 March 2023
Start time
2:30 pm
PovoZero - Via Sommarive 14, Povo (Trento)
Seminar Room "1"
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Target audience:
University community
UniTrento students
Attendance:
Free
Registration email:
Contact person:
Prof. Gian Paolo Leonardi & Prof. Giorgio Saracco
Contact details:
University of Trento 38123 Povo (TN) – Department of Mathematics
Speaker:
Davide Addona (University of Parma)
Abstract
Malliavin calculus has been introduced by Malliavin in 70s in order to provide a probabilistic proof of Hormander’s Theorem, but it turned out to have many applications in many different fields, such as finance and stochastic differential equations. In this talk I present the mail tools which allow to define Sobolev spaces of random variables, starting from the 1-dimensional case to get up to the infinite dimensional setting.