course: Stochastic Analysis in Infinite Dimension
speaker: Paul Malliavin (Université Pierre et Marie Curie Paris)abstract: Gaussian Probability spaces Gross-Stroock Sobolev spaces, divergences Ordinary differential equation on a Gausssian Probability spaces Ornstein-Uhlenbeck Process Smoothness of law for non degenerated random variables Stochastic Calculus of Variation for a finite dimensional SDE The group of automorphism of a filtered Gaussian Probability Space Backward and forward regularity for finite dimensional elliptic heat semi-group Contracting semi-group and invariant measure Virasoro algebra, diffeomorphism group of the circle, Sato Grassmannian. Brownian motion on the group of diffeomorphisms of the circle, its modulus of continuity Differential geometry on the group of homemorphisms of the circle Quasi- invariance of heat measure on the diffeomorphisms group of the circle Discrete series representation of Virasoro algebra : unitarizing measures.
timetable:
Mon 6 Mar, 10:30 - 12:30, Sala Conferenze Centro De Giorgi
Fri 10 Mar, 10:30 - 12:30, Sala Conferenze Centro De Giorgi
Mon 13 Mar, 10:30 - 12:30, Sala Conferenze Centro De Giorgi
Fri 17 Mar, 10:30 - 12:30, Sala Conferenze Centro De Giorgi
Mon 20 Mar, 10:30 - 12:30, Sala Conferenze Centro De Giorgi
Fri 24 Mar, 10:30 - 12:30, Sala Conferenze Centro De Giorgi
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