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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
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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