Brownian Motion, Evolving Geometries and Entropy Formulas - A. Thalmaier

Explore the fundamental concepts of Brownian motion, evolving geometries, and entropy formulas in this comprehensive lecture. Delve into topics such as flow curves, second-order differential operators, stochastic processes, martingales, and the Ito formula. Gain insights into stochastic flow, solution existence, and horizontal lift as you unravel the complexities of Brownian motion. This in-depth presentation offers a solid foundation for understanding these advanced mathematical concepts and their applications.

Introduction
Overview
My notion
Flow curve
Secondorder differential operators
Stochastic processes
Martingale
Ito formula
Stochastic flow
Solution
Existence of solution
Horizontal lift
Brownian motion