[Forum SIS] Annuncio Seminario Vlad Bally - 27 Aprile - Tor Vergata

[Claudio Durastanti]

Ciclo di Seminari - Progetto ERC grant PASCAL
(Probabilistic and Statistical Techniques for Cosmological Applications)

Lunedì 27 aprile - ore 14 - aula D'Antoni
Speaker Vlad Bally, Universite' Paris-Est LAMA, INRIA

title:
Convergence and regularity of probability laws by using an interpolation
method

Abstract:
In a recent paper, Fournier and Printems establish a methodology which
allows to rove the absolute continuity of the law of the solution of some
stochastic equations with Holder continuous coefficients.
This is of course out of reach by using already classical probabilistic
methods based on Malliavin calculus. In this context, Debussche and Romito
employ some Besov space technics in order to substantially improve the
result of Fournier and Printems. In this talk we show that this kind of
problem naturally fits in the framework of interpolation spaces: we prove
an interpolation inequality which allows to state (and even to slightly
improve) the above absolute continuity result. Moreover it turns out that
the above interpolation inequality has applications in a completely different
framework: we use it in order to estimate the error in total variance
distance in some convergence theorems.

Tutti gli interessati sono invitati a partecipare.

Cordiali saluti,

Claudio Durastanti
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