Statistics and Probability Seminars - 2015

Date Speaker and Affiliation Title of the Talk (Click on title to view abstract)
30/10/2015 Mateusz Jurczynski, Lancaster University

Quantising Wiener chaos

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.

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