Itô-Wentzell for measure dependent random fields under full and conditional measure flows
- Date: Thursday 14 November 2019, 14:00 – 15:00
- Location: Roger Stevens LT 03 (7.03)
- Type: Probability and Financial Mathematics, Seminars, Statistics
- Cost: Free
Dr. Gonçalo dos Reis, University of Edinburgh
We show several Itô-Wentzell formulae on Wiener spaces for real-valued maps depending on measures. We present both the full measure-flow and the marginal-flow cases where the measure flow derivatives are understood in the sense of Lions.