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
Date
25 June
2015
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