Dear colleagues,
I would like to invite you to the following online seminar organized by the Probability group of the University of Pisa. The talk will be accessible under the link
Click here to join the meeting
Best regards,
Giacomo
Tuesday, Feb. 9, 14:00
Speaker: Lorenzo Dello Schiavo (IST Austria)
Title: The Dirichlet—Ferguson Diffusion on the space of probability measures over a closed Riemannian manifold (1811.11598)
Abstract: We construct a diffusion process on the L^2-Wasserstein space P_2(M) over a closed Riemannian manifold M. The process, which may be regarded as a candidate for the Brownian motion on P_2(M), is associated with the Dirichlet form induced by the L^2-Wasserstein gradient and by the Dirichlet–Ferguson random measure with intensity the Riemannian volume measure on M. We discuss the closability of the form via an integration-by-parts formula, which allows explicit computations for the generator and a specification of the process via a measure-valued SPDE. We comment how the construction is related to previous work of von Renesse–Sturm on the Wasserstein Diffusion and of Konarovskyi–von Renesse on the Modified Massive Arratia Flow.
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Giacomo Di Gesù
https://sites.google.com/site/giacomodigesu/