Path-dependence and Chaos

Speaker(s)

Giovanni Peccati

Affiliation

Universite Pierre et Marie Curie, Paris

Date

Sept. 28, 2006, 12:15 p.m.

Room

room 5850

Seminar

Seminar of Probability Group

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The main lines of the theory of time-space chaos is describe. Hilbert space techniques are used te deal systematically with path -dependence in stochastic analysis.

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