Introduction to Malliavin Calculus
This reading group takes place every Thursday of Term 1, 15:00-16:00 in MB2.22.
The following is a rough schedule for the course. If you would like to present a topic, please email Theodoros Galanis or Alastair Crossley.
We will be closely following this book by David Nualart: Malliavin Calculus and its Applications
| Date | Speaker | Topic | Corresponding book chapter |
| 9 Oct | Alastair Crossley |
The derivative operator |
Chapter 1 |
| 16 Oct | Theodoros Galanis | ||
| 23 Oct | TBC | ||
| 30 Oct | TBC | ||
| 6 Nov | Usman Ladan | ||
| 13 Nov | TBC | ||
| 20 Nov | TBC | ||
| 27 Nov | TBC | ||
| 4 Dec | TBC | ||
| 11 Dec | TBC |