Ito type Chain rule for measure dependent random fields under full and conditional measure flows

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• Gonçalo dos Reis (Edinburgh)
• Tuesday 03 March 2020, 14:00-15:00
• WATN-R17 18, Watson Building.

If you have a question about this talk, please contact Hong Duong.

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.

This talk is part of the Analysis Seminar series.

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• Analysis Seminar
• School of Mathematics Events
• WATN-R17 18, Watson Building

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