Title: Malliavin Calculus and Related Topics

Speaker:  Prof. Hua Zhang ( Jiangxi University of Finance and Economics )

Location:  Tencent Conference

Meeting Number: 38033676380

Paaword: 123456

Conference Link: https://meeting.tencent.com/s/rjdRKRftqT1c

Invitor: Yanjie Zhang, Xiujun Cheng, Xiao Wang

Lecture One

Time:  Jan.25 2021 , PM: 14:00-18:00

Introdution:

Derivative and Its Adjoint on   Wiener Space Sobolev Norms for Wiener Functionals; Nondegenerate Wiener   Functionals.

Lecture Two

Time:  Jan.26 2021 , PM: 14:00-18:00

Introdution:

Difference Operator and   Adjoint on Poisson Space; Sobolev Norms for Poisson Functionals  Estimations of Two Poisson   Functionals by Sobolev Norms.

Lecture Three

Time:  Jan.27 2021 , PM: 14:00-18:00

Introdution:

Nondegenerate Poisson   Functionals ; Equivalence of Nondegenerate Conditions.

Lecture Four

Time:  Jan.28 2021 , PM: 14:00-18:00

Introdution:

Product of Wiener Space   and Poisson Space ; Sobolev Norms for Wiener–Poisson Functionals.

Lecture Five

Time:  Jan.29 2021 , PM: 14:00-18:00

Introdution:

Nondegenerate   Wiener–Poisson Functionals; Compositions with Generalized Functions.

Lecture Six

Time:  Jan.30 2021 , PM: 14:00-18:00

Introdution:

H-Derivatives   of Solutions of Continuous SDE; Nondegenerate Diffusions.

Lecture Seven

Time:  Jan.31 2021 , PM: 14:00-18:00

Introdution:

Density and Fundamental   Solution for Nondegenerate Diffusion；Solutions of SDE on   Wiener–Poisson Space.

Lecture Eight

Time:  Feb.1 2021 , PM: 14:00-18:00

Introdution:

Nondegenerate   Jump-Diffusions；Density and Fundamental Solution for Nondegenerate Jump-Diffusion.

Lecture Nine

Time:  Feb.2 2021 , PM: 14:00-18:00

Introdution:

Short-Time Estimates of Densities;   Off-Diagonal Short-Time.

Lecture Ten

Time:  Feb.3 2021 , PM: 14:00-18:00

Introdution:

Densities for Processes with Big   Jumps; Density and Fundamental Solution on Subdomain.

Inviter: Prof. Jun Yang.