Probability and Stochastic Analysis - University of Bonn


Geometry of Markov Diffusions SS 2016

Lectures: Tuesday 14-16, 0.007 and Thursday 14-16, 1.008.

Examination: The examination will be oral. The exam procedure and topics are here.

The schedule for the first exam is here. Please check to make sure your exam time is correct.

The second exam will be on September 26th and 27th. If you plan to take the second exam, send me an email before September 5th to arrange a time.

Content: We will cover some subset of the book by Bakry, Gentil and Ledoux. We will cover Poincare and log-Sobolev inequalities in some detail, and then we will cover other topics according to student interest and time available. 

Lecture notes: A draft of the lecture notes is available here. Please tell me about all the mistakes you find!