Bilkent University Mathematics-Engineering Seminars

A quick introduction to Malliavin calculus
David Nualart
University of Kansas, United States of America
Özet : In these lectures we will first present the basic elements of the stochastic calculus of variations in the Wiener space. As an application we will establish a functional version of the central limit theorem for Gaussian stationary sequences, established by Breuer and Major. The corresponding tightness property will be derived using the continuity of the divergence operator proved by Meyer.
  Tarih : 28.05.2019
  Saat : 13:40
  Yer : EE01
  Dil : English