Seminar series
Date
Mon, 02 Jun 2008
14:15
14:15
Location
Oxford-Man Institute
Speaker
Prof Elton Hsu
Organisation
Northwestern University, USA
The Cameron-Martin theorem is a fundamental result in stochastic analysis. We will show that the Wiener measure on a geometrically and stochastically complete Riemannian manifold is quasi-invariant. This is a complete a complete generalization of the classical Cameron-Martin theorem for Euclidean space to Riemannian manifolds. We do not impose any curvature growth conditions.