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Lectures
Seminar information archive ～04/23｜Next seminar｜Future seminars 04/24～
2010/11/02
13:00-16:10 Room #122 (Graduate School of Math. Sci. Bldg.)
Vladimir Bogachev (Moscow)
The Malliavin calculus on configuration spaces and applications (ENGLISH)
Vladimir Bogachev (Moscow)
The Malliavin calculus on configuration spaces and applications (ENGLISH)
[ Abstract ]
It is planned to discuss first a general scheme of the Malliavin
calculus on an abstract measurable
manifold with minimal assumptions about the manifold.
Then a practical realization of this scheme will be discussed in
several concrete examples with emphasis
on configuration spaces, i.e., spaces of locally finite configurations
in a given manifold (for example, just
a finite-dimensional Euclidean space), which can be alternatively
described as the spaces of integer-valued
discrete measures equipped with suitable differential structures.
No acquaintance with the Malliavin calculus and differential geometry
is assumed.
It is planned to discuss first a general scheme of the Malliavin
calculus on an abstract measurable
manifold with minimal assumptions about the manifold.
Then a practical realization of this scheme will be discussed in
several concrete examples with emphasis
on configuration spaces, i.e., spaces of locally finite configurations
in a given manifold (for example, just
a finite-dimensional Euclidean space), which can be alternatively
described as the spaces of integer-valued
discrete measures equipped with suitable differential structures.
No acquaintance with the Malliavin calculus and differential geometry
is assumed.
