Seminar series
Date
Mon, 09 Dec 2019
Time
15:45 -
16:45
Location
L3
Speaker
GONCALO DOS REIS
Organisation
University of Edinburgh
We present several Itô-Wentzell formulae on Wiener spaces for real-valued functionals random field of Itô type depending on measures. We distinguish the full- and marginal-measure flow cases. Derivatives with respect to the measure components are understood in the sense of Lions.
This talk is based on joint work with V. Platonov (U. of Edinburgh), see https://arxiv.org/abs/1910.01892.