Mini-workshop: Stochastic analysis for Poisson point processes: Malliavin calculus, Wiener-Itô chaos expansions and stochastic geometry. Abstracts from the workshop held February 10--16, 2013. (Q343381): Difference between revisions

Summary: Malliavin calculus plays an important role in the stochastic analysis for Poisson point processes. This technique is tightly connected with chaotic expansions, that were introduced in the first half of the last century by Itô and Wiener. These techniques found an increasing number of applications, in particular in the field of stochastic geometry. This in turn inspired new research in stochastic analysis. Leading experts and young researchers of both fields met for a week for fruitful discussions and new cooperations.