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A generalization to Malliavin's lifting approach and its application
【2017.4.19 3:00pm, N613】

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 2017-04-14 

  Colloquia & Seminars 

  Speaker

李哲骅 博士, 上海纽约大学

  Title

A generalization to Malliavin's lifting approach and its application 

  Time

2017.4.19 15:00-16:00

  Venue

N613

  Abstract

Our talk consists of two parts. In the first half we talk about a generalization to Malliavin's lifting approach. Simply speaking, given a vector field $X$ on $\mathbb{R}^d$, Malliavin's lifting approach produces a Cameron-Martin process $\tilde{X}$ on Wiener space $W$ and there is an integration by parts formula associated to $\tilde{X}$ under certain conditions. This technique is a crucial tool in Malliavin calculus. We generalize this lifting approach as follows: Firstly, we consider vector field $X$ on a manifold $M$ and try to lift it onto the curved Wiener space $W(M)$. Secondly, other than the usual $H^1$ metric used in the Cameron-Martin space, we lift $X$ according to a Ricci-damped metric. In the second half we talk about a finite dimensional approximation to a path integral representation of heat kernel on some symmetric spaces where the generalization of Malliavin's approach plays an important role. 

  Affiliation

 

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