Home /  Infinite dimensional stochastic analysis (includes Malliavin Calculus, Dirichlet forms)


Infinite dimensional stochastic analysis (includes Malliavin Calculus, Dirichlet forms) November 03, 1997 - November 07, 1997
Registration Deadline: November 07, 1997 over 26 years ago
To apply for Funding you must register by: August 03, 1997 almost 27 years ago
Parent Program:
Organizers P. Fitzsimmons, D. Nualart
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Keywords and Mathematics Subject Classification (MSC)
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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Students, recent PhDs, women, and members of underrepresented minorities are particularly encouraged to apply. Funding awards are typically made 6 weeks before the workshop begins. Requests received after the funding deadline are considered only if additional funds become available.

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Schedule, Notes/Handouts & Videos
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Nov 03, 1997
08:00 AM - 05:00 PM
  Regularity of a class of non-Markov Ito processes
D. Bell
08:00 AM - 05:00 PM
  Weitzenbock formulae and estimates for anticipative stochastic integrals
A. B. Cruzeiro
08:00 AM - 05:00 PM
  Quasi-invariance of heat kernel measures on loop groups
B. Driver
08:00 AM - 05:00 PM
  Yet another variation on a theme of J. M. Bismut
O. Enchev
08:00 AM - 05:00 PM
  On smoothness of signed measures and decomposition of additive functionals
M. Fukushima
08:00 AM - 05:00 PM
  Stochastic differential equations in white noise space
H. H. Kuo
08:00 AM - 05:00 PM
  The log-Sobolev inequality on loop space over a compact Riemannian manifold (Slides for this talk are not presently available.)
Z. M. Ma
08:00 AM - 05:00 PM
  Heat equation in infinite dimensions
P. Malliavin
08:00 AM - 05:00 PM
  A two dimensional stochastic wave equation: Smoothness of the law
M. Sanz-Sole
08:00 AM - 05:00 PM
  Logarithmic derivatives of the heat kernel, again
D. Stroock