Title	Stochastic analysis on Riemannian manifolds
Creator	Hsu, Elton
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2021-03-09T12:01
Description	We will discuss several problems related to stochastic analysis on manifolds, especially analysis on the path space over a Riemannian manifold based on the Wiener measure (Riemannian Brownian motion), an area of stochastic analysis that Bruce Driver made groundbreaking contribution. These include the quasi-invariance of the Wiener measure under the Cameron-Martin flow, integration by parts formula and the logarithmic Sobolev inequality as well as the more general Becknerâ s inequality on the path space. We survey the history of path space analysis and highlight some of its most recent developments such as sharp constants for functional inequalities and time-dependent Riemannian metrics.
Extent	53.0 minutes
Subject	Mathematics; Probability Theory And Stochastic Processes; Global Analysis; Analysis On Manifolds
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Northwesthern University
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2021-09-06
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0401926
URI	http://hdl.handle.net/2429/79658
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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Stochastic analysis on Riemannian manifolds Hsu, Elton

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