[Probability] Stochastic analysis seminar this week

Neil O'Connell noconnell at ntlworld.com
Mon Jan 26 11:20:54 GMT 2009


Stochastic analysis seminar:

Wednesday January 28, 4pm, B3.02

Roland Friedrich (Bonn)
	
Aspects of the Global Geometry underlying Stochastic Loewner Evolutions

In this talk we shall present parts of the infinity dimensional  
Kähler geometry underlying Stochastic Loewner Evolutions (SLE). In  
particular we will show how SLE translates into a stochastic process  
on the space of univalent functions and how the representation theory  
of the Virasoro algebra can be interpreted as a generalised Doob- 
Getoor transform, which ensures that the resulting process is a  
martingale.

All welcome.

Neil


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