East Midlands Stochastic Analysis Seminar 2008

Friday 23 May 2008

All talks in Room B3.03 Mathematics Institute, Zeeman Building

14:00 Jacques Franchi (Strasbourg) Relativistic diffusions. Example of Gödel's universe
Abstract: A relativistic diffusion was constructed by J. Franchi and Y. Le Jan (CPAM 2007), in the framework of general relativity, on the pseudo-unit tangent bundle of an arbitrary Lorentz manifold, as the only diffusion having invariant law under Lorentz isometries. It is the Lorentzian analogue of the Brownian motion on a Riemannian manifold, and can be seen as a random perturbation of the timelike geodesic flow. This construction will be presented. The first studied examples are Minkowski and Schwarzschild space-times, and Gödel's universe, on which the talk will be emphasised.
15:00 Tea in the Mathematics Institute Common Room
15:30 Shizan Fang (Dijon) Flows of quasi-invariant maps associated to tangent processes on the Wiener space
Abstract: Stochastic Analysis on Riemannian path spaces gives rise to the notion of tangent processes. We will develop the Diperna-Lions-Ambrosio's theory on the Wiener space adapted to tangent processes in order to get the flows of quasi-invariant maps.
16:30 Elton P. Hsu (Northwestern) Cameron-Martin theorem for complete Riemannian manifolds
The Cameron-Martin theorem about the quasi-invariance of the Wiener measure under a class of path space shifts is a fundamental result in stochastic analysis. In this talk we present a complete generalization of this theorem to the path space of a geodesically and stochastically complete Riemannian manifolds.

We shall leave for lunch, at EAT in the Art's Centre, from the Mathematics Institute Common Room at 12.30, and in the evening will go out to eat. All are welcome and there is some limited support for travel etc for graduate students especially. For more details or accommodation arrangements please contact David Elworthy and/or mrc@maths.warwick.ac.uk.

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Contact:
Mathematics Research Centre
Zeeman Building
University of Warwick
Coventry CV4 7AL - UK
E-mail:
MRC@warwick.ac.uk