Probabilistic approximations, spring 2015
Ehsan Azmoodeh, University of Luxembourg
A basic knowledge about probability theory in the level of the book Probability Essentials by Jean Jacod and Philip Protter. Some knowledge about Malliavin calculus will help a lot, but it is not necessary, the essential ingredients from Malliavin Calculus will be discussed in the lectures.
On mondays March 23, April 27 and May 25 at 12-14 in room CK107,
on thursdays March 26 at 15-17, April 30 at 14-16 and May 28 at 15-17 in room C129
On friday March 27 at 10-12 in room B321, on Thursday April 30 at 12-14 in B321, and on wednesday May 27 at 10-12 in B322.
To pass the course, students have to solve the exercises assigned during each week and to write an home exam at the end of the cycle of lectures.
Book: Nourdin Ivan, Peccati Giovanni: Normal Approximations with Malliavin Calculus: From Stein's Method to Universality. Cambridge Tracts in Mathematics, 2012.
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