PhD students? assignment

As assignment, each PhD student has to prepare a presentation on one of the following topics:

- Regularity of solutions of SDE
- Absolute continuity of probability laws.
Starting basic references are Chapters 17 and 18 of [D?P] book.

Please communicate within the end of April which one of the two topics you have selected.

The presentation is going to be held on May 7th during classes.

Guidelines:
The idea is that youprepare an overview presentation, say around 30-40 minutes (max 1 hour).

The topics are in itself wide and central in the original questions of Malliavin calculus. However your scope of your presentation is to provide an overview of:

- what is the problem, what are the difficulties
- what is the main approach
- what are the main results
- selection of proof (sketch of the central idea)