Prof. Sreekar Vadlamani, Visiting Faculty of IEOR, will be giving a series of lectures on "Stochastic Analysis: Malliavin Calculus". The first lecture will be held in Seminar Hall (Ground Floor) of CSE building at 11AM on 5th July.
Abstract: In this short course, we shall start with the basics of infinite dimensional Gaussian spaces, in particular, the (abstract) Wiener space. Subsequently, moving into the infinite dimensional analysis on such spaces, we shall spend a few lectures on Malliavin calculus, which will set the stage for the final part of the course where we shall see some geometrical results, as well as, some applications of it in the context of geometry of random fields.
We shall try to stick to P. Malliavin’s Stochastic Analysis. Though towards the end of the course, we shall refer to various articles by Airault, Malliavin, Ramer, Ren, Rockner, Sugita, Ustunel, Watanabe, Zakai, and others.
Bio: Dr. Sreekar Vadlamani is an Assistant Professor at Center for Applicable Mathematics, TIFR, Bangalore. His holds a Ph.D. from IEM department of Technion followed by Post Doctoral Fellowships at Stanford and Technion. His research interests are in Stochastic Analysis and Stochastic Geometry.