- Stochastics Seminar
- Thursday, April 9, 2009 - 15:00 for 1 hour (actually 50 minutes)
- Skiles 269
- Elton Hsu – Department of Mathematics, Northwestern University
The Cameron-Martin theorem is one of the cornerstones of stochastic analysis. It asserts that the shifts of the Wiener measure along certain flows are equivalent. Driver and others have shown that this theorem, after an appropriate reformulation, can be extension to the Wiener measure on the path space over a compact Riemannian manifold. In this talk we will discuss this and other extensions of the Cameron-Martin theorem and show that it in fact holds for an arbitrary complete Riemannian manifold.