Some aspects of measures on path spaces

Some aspects of measures on path spaces

Mon, 22/11/2010
15:45 		Xue-Mei Li Stochastic Analysis Seminar Add to calendar Eagle House
Some aspects of measures on path spaces
Probability measures in infinite dimensional spaces especially that induced by stochastic processes are the main objects of the talk. We discuss the role played by measures on analysis on path spaces, Sobolev inequalities, weak formulations and local versions of such inequalities related to Brownian bridge measures.