Cameron-Martin theorem for Complete Noncompact Riemannian Manifold

Series
Stochastics Seminar
Time
Thursday, April 9, 2009 - 3:00pm for 1 hour (actually 50 minutes)
Location
Skiles 269
Speaker
Elton Hsu – Department of Mathematics, Northwestern University
Organizer
Heinrich Matzinger
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.