Malliavin Calculus Seminar
Welcome to the Malliavin Calculus Seminar at UC Santa Barbara!
Location & Time
Fridays 1:00PM in South Hall room 6635
Schedule
Week 1
Motivating the Malliavin Derivative
Speaker: Connor Marrs
Notes: Notes to be uploaded.
Week 2
Background on Gaussian Measures
Speaker: Jack Pfaffinger
Notes: Notes to be uploaded.
References
- Martin Hairer, Advanced Stochastic Analysis, lecture notes, May 9, 2026. Available here.