Speaker : Jia-Gang Ren (Sun Yat-Sen Univerisity)
Title : An Introduction to Differential Analysis on Poisson Spaces
Time : 2018-08-14 (Tue) 15:00 -
Place : Seminar Room 722, Institute of Mathematics (NTU Campus)
Abstract: Malliavin calculus is differential analysis on Wiener spaces which was motivated by finding a probabilistic proof of the Hormander theorem on the existence of smooth transition densities of diffusion processes. To study the same problem for diffusions with jumps, it is necessary to develop differential analysis on Poisson spaces. There have been various approaches to this problem. Recently there appeared a new method called lent particle method initiated by Bouleau and Denis. We will present a brief introduction to this method and also some results we just obtained by using it.