Stochastic Analysis on Infinite-Dimensional Curved Spaces
[HYBRID WORKSHOP] Connections Workshop: The Analysis and Geometry of Random Spaces January 19, 2022 - January 21, 2022
Location: SLMath: Eisenbud Auditorium, Online/Virtual
Tags/Keywords
heat kernel measure
Brownian motion
Lie group
Stochastic Analysis On Infinite-Dimensional Curved Spaces
We will review several settings of such spaces, their geometry and corresponding stochastic analysis: Hilbert-Schmidt groups as natural infinite-dimensional analogues of matrix groups, loop groups, and the homogeneous space Diff(S^1)/S^1 associated with the Virasoro algebra.
Stochastic Analysis on Infinite-Dimensional Curved Spaces
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Stochastic Analysis On Infinite-Dimensional Curved Spaces
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