On Marta Sanz-Solé's contributions to stochastic analysis and SPDEs

Annie Millet (1)

1 SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne)

We will descibe various aspects of the mathematical work of Marta Sanz-Solé (University of Barcelona), and in particular, present some of her contributions to Stochastic Analysis, Malliavin Calculus and Stochastic Partial Differential Equations.

Mots clés: Stochastic PDEs; Malliavin calculus; sochastic analysis; heat equation; wave equation

Domaines: Probabilités [math.PR]

Annie Millet. On Marta Sanz-Solé's contributions to stochastic analysis and SPDEs. Recent developements in Stochastic analysis, Centre Interfacultaire Bernoulli, Jan 2012, Lausanne, Switzerland. ⟨hal-00691730⟩