Top-level heading

Revisiting chaos expansions and Wick products

Categoria
Seminari di Probabilità
Data e ora inizio evento
Data e ora fine evento
Aula
Sala di Consiglio
Sede

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Speaker

Frederic Patras (University of Nice)

Recently, the interest in the structure of cumulants and Wick products for non-Gaussian variables has been revived, since they both play important roles in M. Hairer's theory of regularity structures. We present a new approach $ (group actions, Hopf algebras) that allow to understand the theory of Wick products as a deformation, a presentation from which many of their properties follow easily. We also discuss how these ideas appear in the theory of regularity structu$ Tapia, L. Zambotti.