Distribution Free Malliavin Calculus

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Boris Razovsky, Brown University
Fine Hall 601

The theory and applications of Malliavin calculus are well developed for Gaussian and Poisson processes. In this talk I will discuss an extension Malliavin calculus to random fields generated by a sequence $\Xi=( \xi_{1},\xi_{2},...) $ of arbitrary square integrable and uncorrelated random variables.  The distribution functions $Pr( \xi_{i}