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28 Mayıs 2019, 13:40 
Bilkent Üniversitesi Matematik-Mühendislik SeminerleriA quick introduction to Malliavin calculus David Nualart
In these lectures we will first present the basic elements of the
stochastic calculus of variations in the Wiener space. As an application
we will establish a functional version of the central limit theorem for Gaussian
stationary sequences, established by Breuer and Major. The corresponding tightness
property will be derived using the continuity of the divergence operator proved by Meyer.
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