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Probability and Computational Finance Seminar
Solesne Bourguin
Carnegie Mellon University
Title: Stochastic Geometry and the Malliavin Calculus of Variations

Abstract: The main object of this talk is to discuss recent results in the field of stochastic geometry, obtained by combining the Malliavin calculus of variations with more classical probabilistic techniques. The random disk graph isomorphism problem will be the main focus of the talk and constitutes an applied example coming from a new field where the Malliavin calculus had not been used before. Based on joint work with Giovanni Peccati.

Date: Monday, September 9, 2013
Time: 5:00 pm
Location: Wean Hall 6423
Submitted by:  Dmitry Kramkov