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Byron Schmuland - Rademacher's theorem on configuration space
| BYRON SCHMULAND, University of Alberta, Edmonton, Alberta T6G 2G1, Canada |
| Rademacher's theorem on configuration space |
Rademacher's theorem says that a Lipschitz function on Rd is
differentiable almost everywhere. Recently, Röckner and Schied have
proved a version of this result for functions on the configuration
space
of locally finite subsets of Rd. In this
talk,
we will explain how this result can be used in the construction and
quasi-sure analysis of a diffusion process living on
.
