Colloquium: Elton Hsu

Speaker: Elton Hsu, Northwestern University (Evanston, IL)

Abstract:  The well known connection between stochastic analysis and classical analysis can be extended to geometric analysis. The central object of interest in this connection is Brownian motion on a Riemannian manifold, which is defined to be a diffusion process generated by the Laplace-Beltrami operator. Its transition density function is the fundamental solution of the attendant heat equation. In this talk I will explain the connection between Brownian motion and geometry and how it can be used effectively to solve certain geometric problems. This connection also makes it possible to use geometric techniques to investigate various probabilistic properties of Brownian motion on manifolds. The talk will be entertaining and accessible to graduate students and general mathematical public.

Faculty host:  Ming Liao

Brief Description of the Speaker’s Academic and Professional Achievements/Credentials

1. Professor of Mathematics, Northwestern University

2. Ph.D. Stanford 1984

3. According to Math Review, 55 publications, including a well-known book Stochastic Analysis on Manifolds (AMS Graduate Series in Mathematics, Volume 38, 2002)

4. associate editors of several important journals in probability, including Annals of Probability.

5. a leader in the field of stochastic analysis on manifolds, and his work is widely cited in literature