[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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