Arsip Kuliah Umum・Semester Genap 2011/2012
201203/30Jum Kuliah Umum

Malliavin Calculus: Derivative Operator

許順吉教授中央大學數學系 下午 2:00–4:00 Gedung Hongjing 219室
摘要: We consider random variables defined on the Wiener space. We consider smooth random variables such that we can define their derivatives. Then we defined the derivative of a L2 random variable by extension. This will be a closed unbounded operator define on L2 space.We plan to meet on every Friday for several weeks to learn the basic idea from the following book.姜祖恕、須上苑、許順吉will share for the reading and thepresentation.