University of Connecticut

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Colloquium: David Nualart

Thursday, October 25, 2018
4:00pm – 5:00pm

Storrs Campus
MONT 214

Special Semester in Probability Lectures

Title: A new approach to prove tightness based on Malliavin calculus Abstract:In this talk 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.

https://www.math.uconn.edu/research/seminars/show-poster/?TalkID=15741

Contact:

Iddo Ben-Ari

Probability at UConn (primary)

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