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Mini-Workshop: Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry

dc.date.accessioned2019-10-24T14:38:28Z
dc.date.available2019-10-24T14:38:28Z
dc.date.issued2013
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3340
dc.description.abstractMalliavin calculus plays an important role in the stochastic analysis for Poisson point processes. This technique is tightly connected with chaotic expansions, that were introduced in the first half of the last century by Itˆo and Wiener. These techniques found an increasing number of applications, in particular in the field of stochastic geometry. This in turn inspired new research in stochastic analysis. Leading experts and young researchers of both fields met for a week for fruitful discussions and new cooperations.
dc.titleMini-Workshop: Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.de
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.en
dc.identifier.doi10.14760/OWR-2013-9
local.series.idOWR-2013-9
local.subject.msc60
local.sortindex780
local.date-range10 Feb - 16 Feb 2013
local.workshopcode1307c
local.workshoptitleMini-Workshop: Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry
local.organizersMatthias Reitzner, Osnabrück; Giovanni Peccati, Luxembourg
local.report-nameWorkshop Report 2013,9
local.opc-photo-id1307c
local.publishers-doi10.4171/OWR/2013/09
local.ems-referenceReitzner Matthias, Peccati Giovanni: Mini-Workshop: Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Ito Chaos Expansions and Stochastic Geometry. Oberwolfach Rep. 10 (2013), 483-520. doi: 10.4171/OWR/2013/09


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