Stochastic Analysis: Geometry of Random Processes

Abstract

A common feature shared by many natural objects arising in probability theory is that they tend to be very “rough”, as opposed to the “smooth” objects usually studied in other branches of mathematics. It is however still desirable to understand their geometric properties, be it from a metric, a topological, or a measure-theoretic perspective. In recent years, our understanding of such “random geometries” has seen spectacular advances on a number of fronts.