主講人：吳波 復(fù)旦大學(xué)副研究員

時(shí)間：2023年5月13日13：30

地點(diǎn)：會(huì)議中心2號(hào)報(bào)告廳

舉辦單位：數(shù)理學(xué)院

主講人介紹：吳波，復(fù)旦大學(xué)副研究員，博士生導(dǎo)師。主要從事隨機(jī)分析的教學(xué)和科研工作，尤其是黎曼軌道空間和環(huán)空間上的隨機(jī)分析，流形上的熱核估計(jì)及其泛函不等式。在 Prob. The. Relat. Fields、 Ann. Probab.、 J. Funct. Anal.、 SIAM J. Math. Anal.、Tran. Amer. Math. Soc.、J. Geom. Anal.、Stoch. Proc. App. 等權(quán)威期刊發(fā)表論文20多篇。

內(nèi)容介紹：In this talk, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the case of the fractional Brownian motion. As applications, we will establish the integration by parts formula and Bismut-Elworthy-Li formula on the Gaussian path space, and by which the logarithmic Sobolev inequality will be presented. Moreover, we will also provide some applications in the field of financial mathematics.