Prospective Students Current Students Business & Industry Faculty & Staff Alumni Visitors
 
About Applied Mathematics
AM Home
Message from the Chair
Research Areas
Faculty, Staff & Students
Administration, Contacts
 
Academics
Undergraduate Degrees
Graduate Degrees
Colloquia & Seminars
Courses
 
Of Interest
Employment Opportunities
Remembering Menger, April 14, 2008
About Karl Menger
Computing Resources
For Undergraduates
 
Application Information
Undergraduate Admission
Graduate Admission
Graduate Admission FAQ
Apply Online- Undergraduates
Apply Online- Graduates
Apply Online- MMF
 
Applied Mathematics Office
Engineering 1 Building
Room 208
10 West 32nd Street
Chicago, IL 60616
312.567.8980
312.567.3135 fax
amath@iit.edu
Directions and Map
Elton Hsu
(Northwestern University)

Stochastic Analysis in Infinitely Dimensional Spaces and quasi-invariance of Wiener measures

We will use the quasi-invariance problem of Wiener measures as an example to explain the special difficulties of analysis in infinite dimensional spaces that are not present in finite dimensional spaces. This problem becomes particularly interesting if we consider an infinite-dimensional space that is not flat. Typical examples are path and loop spaces over a Riemannian manifold (e.g., a sphere). In particular, we will show that the presence of curvature of the base space will result in an orthogonal rotation (in a flat space) for which the Wiener measure is (fortunately) invariant.


Monday, September 19, 4:30pm, E1 106

Last updated by qkhan1@iit,edu on 01/31/06

© 2008 Illinois Institute of Technology 3300 South Federal Street, Chicago, IL 60616-3793 Tel 312.567.3000