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