Colloquium

Stochastic Analysis on Riemannian foliations

Fabrice Baudoin (Purdue University)

Thursday, October 1, 2015 4:00 pm
MSB 109A

We develop a Malliavin calculus on the horizontal path space over a foliated Riemannian manifold. This calculus is used to prove logarithmic Sobolev inequalities under curvature conditions and concentration inequalities for the horizontal Brownian motion of the foliation.