日時： 12月4日(木) 16:30 — 17:50
場所： プリズムハウス P107
講演者： Vlad Bally 氏（パリ東大学マルヌ・ラ・ヴァレ校）
講演題目： Convergence and regularity of probability laws using an interpolation method
アブストラクト： Integration by parts formulae represent a usefull instrument for proving regularity of probability laws and the now a day classical Malliavin calculus represents a central method in building such integration by parts formulas and using them. Another important application concerns estimates of the error in total variation distance in some limit theorems. Stochastic equations are the classical framework in which such methods are used. But much regularity for the coefficients of such equations is needed in order to be able to employ Malliavin calculus. In recent years, following some ideas of N. Fournier and J. Printemps, an alternative approach has been initiated, permitting to deal with equations with rather law regularity of the coefficients (and so, out of rich by using Malliaivn calculus). In a work in collaboration with L. Caramellino, we developed these ideas and we proved that this approach feets in the classical framework of Interpolation spaces. The aim of my talk is to give an insight in this new approach.
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