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News

Mini Course 'Diffusions Processes on Manifolds' by Stéphane Menozzi

On June 9-25 Stéphane Menozzi, Leading Research Fellow at the Laboratory of Stochastic Analysis and its Applications, Professor at Université Evry Val d'Essonne delivered a series of lectures on 'Diffusions Processes on Manifolds'.

Topics:

  • Introduction: Ideas and first construction of BM on submanifolds of \R^N
  • Towards an intrinsic theory: Covariant derivatives, Connections, Parallel displacement
  • The Rolling without slipping Approach
  • Intrinsic Theory
  • Brownian Motion on Lie Groups
  • Approximation: Pinsky's isotropic transport process