Mon, 15 Nov 2004
12:00
12:00
L3
Unification of couplings in string theory and implications for "realistic" string theory
Graham Ross
(Oxford)
Tue, 16 Nov 2004
17:00
17:00
L1
Tue, 26 Oct 2004
17:00
17:00
L3
Mon, 25 Oct 2004
15:45
15:45
DH 3rd floor SR
Conditional Cameron-Martin's formula for diffusions
Professor Zhongmin Qian
(Oxford)
Abstract
I will present a new formula for diffusion processes which involving
Ito integral for the transition probability functions. The nature of
the formula I discovered is very close to the Kac formula, but its
form is similar to the Cameron-Martin formula. In some sense it is the
Cameron-Martin formula for pinned diffusions.