Stochastic analysis and geometric functional inequalities
Cancelled
Event details
| Date | 19.03.2015 |
| Hour | 14:00 › 16:00 |
| Speaker | Maria Gordina |
| Location | |
| Category | Conferences - Seminars |
We start by recalling that on a Euclidean space there is a connection between the spectrum of the Laplacian and the speed of heat diffusion, which leads to several functional inequalities, such as Poincare, Nash etc. Moving to a curved space, we see that the geometry of the underlying space plays an important role in such an analysis. If, in addition, the state space is infinite-dimensional, the log-Sobolev inequality becomes a useful fact which can be applied to describe entropic convergence of the heat flow to an equilibrium. A probabilistic point of view comes from a path integral representation of the heat flow for stochastic differential equations driven by a Brownian motion. In particular, we will discuss how the Cameron-Martin-Girsanov type theorem is related to certain functional inequalities. The talk will review recent advances in the field, including elliptic and hypo-elliptic settings over both finite- and infinite-dimensional spaces.
Links
Practical information
- General public
- Free
Organizer
- CIB
Contact
- Valérie Krier