Date & Time: Friday, October 30, 2014, 15:00-16:00.
Venue: Ramanujan Hall
Title: Quantising Wiener chaos and applications
Speaker: Mateusz Jurczynski, Lancaster University, United Kingdomi
Abstract: In recent years multiple branch of mathematics have been 'quantised', in other words - made noncommutative. In this talk we will show how this noncommutation procedure is applied to the field of probability, more precisely - to stochastic calculus. We will mainly focus on the ideas leading us to quantising the notion of Wiener chaos via multiple Wiener integrals. This is joint work with Prof. J. Martin Lindsay.