Université du Luxembourg

PhD Seminar at the Department of Mathematics (DMATH)

  • Main page
  • about
  • DMATH
  • Recent sessions
  • 2020
  • 2019
  • 2018
  • 2017
  • Archive
  • 2015 – 2016
  • 2014 – 2015
  • 2013 – 2014
  • 2012 – 2013
  • 2011 – 2012
  • 2010 – 2011
  • 2009 – 2010
  • 2008 – 2009
  • 04 May 2017 Robert BAUMGARTH, Stochastic Flow Processes and Brownian Motion on Manifolds
    Abstract

    We study stochastic flow processes and diffusions on smooth Riemannian manifolds starting from the well-known notion of a flow to a vector field. As an application we sketch how these concepts can be used to give a very simple proof for existence and uniqueness of a solution to the Dirichlet problem. We give a brief overview how to define Brownian motion on (smooth Riemannian) manifolds: the extrinsic approach as solution to the usual martingale problem using a Whitney embedding and the Eells-Elworthy-Malliavin approach using the projection from the orthonormal frame bundle. All notions will be briefly introduced during the talk as needed concerning the broad audience.

Created by Robert Baumgarth | Last updated on 27 May 2020