[Sem-coll] AM Department Colloquium & Seminar Week 10/8-10/12

Joe Millham jmillham at iit.edu
Thu Oct 4 09:20:40 CDT 2007


Greetings all:
Please join us for the following Colloquium & Seminar next week.  Coffee and
refreshments will be served 10-15 minutes beforehand.

Monday, October 8, 2007 4:30 pm E1 Room 106
Frederi Viens, of Purdue University
"Applications of Malliavin Calculus to Random Field Regularity, to
Fractional Brownian Integration, and Beyond."
Abstract Below


Friday, October 12, 2007 3:00 pm E1 Room 103
Sergei Orlov of Stanford University

---------------------------------------------------------------------
Frederi Viens, of Purdue University
"Applications of Malliavin Calculus to Random Field Regularity, to
Fractional Brownian Integration, and Beyond."
Abstract:
Malliavin's derivative operator is an exceedingly useful tool in probability
theory, stochastic analysis, and applications. We will show how boundedness
conditions on this operator can be used to extend random field regularity
results beyond the sub-Gaussian case. We will also show that one can define
the Ito integral and prove the Ito formula for arbitrary Gaussian processes
(including all fractional Brownian motions) via an extended Skorohod theory
based on Malliavin derivatives.


See you there!

Joe Millham
Administrative Assistant
Applied Mathematics Department
312.567.8984
jmillham at iit.edu 




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