Colloquium

Stochastic Analysis and Geometric Applications

  • Speaker: Elton P. Hsu( Northwestern University of American)

  • Time: May 19, 2017, 16:10-17:10

  • Location: Conference Room 706, Service Center of Scientific Research and Teaching

嘉宾简介:

徐佩(Elton P. Hsu)教授是国际知名的概率学者,斯坦福大学数学博士,曾先后在美国纽约大学库朗数学研究所,伊利诺伊大学芝加哥分校,明尼苏达大学任教,现任美国西北大学数学系教授,中国科学技术大学“计划”讲座教授。曾担任多个国际著名学术刊物编委。主要从事概率论与随机分析等方面的研究。尤其擅长随机分析在数学分析,偏微分方程,微分几何及无穷维空间分析中的应用。

Abstract:

The well known classical connection between stochastic analysis and classical analysis can be extended to a differential geometric setting. The central object of interest in this connection is Brownian motion on a Riemannian manifold, which is a diffusion process
generated by the Laplace-Beltrami operator. Its transition density function is the fundamental solution of the attendant heat equation. In this talk I will explain the connection between Brownian motion and geometry and how it can be used effectively to solve certain geometric problems. I will also explain that this connection also makes it possible to use geometric techniques to investigate various probabilistic properties of Brownian motion on manifolds. The latest research in this direction will be mentioned if time permits. The talk will be entertaining and accessible to graduate students and general mathematical public.