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SUMMARY:Asymptotic Integration by parts formulae and regularity of the law
 s of random variables part.1
DTSTART:20120614T101500
DTEND:20120614T120000
DTSTAMP:20260928T155331Z
UID:da19118498b53cbfe2bd360e95a6ca4274e6deb2e4cf6c90ce14caef
CATEGORIES:Conferences - Seminars
DESCRIPTION:Vlad Bally\nP. Malliavin has built a stochastic differential c
 alculus which\, through an integration by parts formula\, constitutes an i
 mportant instrument for the study the regularity of the laws of functional
 s on the Wiener space.This approach is limited by the constraint that thos
 e functionals must havesome differentiability properties in the sense of M
 alliavin. Several recent papers develop an idea that make it possible to w
 eaken this restriction: one approximates the functional F by a sequence of
  functionals Fn for which it possible to establish integration by parts fo
 rmulae (via Malliavin calculus or other methods). One may expect (and this
  is indeed the case in interesting examples) that the weights H(Fn) which 
 appear in the integration by partsformulae for Fn blow up as n→∞. The 
 idea is to establish a\nbalance between the approximation error which vani
 shes as n→∞ and the weights which blow up. If one succeeds in doing th
 is\, then one proves that the law of the random variable F is absolutely c
 ontinuous and one may even obtain some regularity.
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STATUS:CONFIRMED
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