New developments on Riemannian path space analysis-天津大学数学学院

New developments on Riemannian path space analysis

2018-12-13 00:00

Speaker: Tusheng Zhang

unit:

Time: 2018-01-05 09:00-09:50

Venue: Room 111, Center for Applied Mathematics

starttime: 2018-01-05 09:00-09:50

Profile:

Theme：: New developments on Riemannian path space analysis

Time：: 2018-01-05 09:00-09:50

Venue：: Room 111, Center for Applied Mathematics

Speaker：: Tusheng Zhang

Profile

Professor of Manchester University, UK

Abstract

In this paper, we present a simple method to verify the large deviation criteria of Dupuis et al for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear stochastic partial differential equations. It turns out that the backward stochastic differential equations will also play an important role.

Seminars_raw

Seminars_raw

New developments on Riemannian path space analysis

Profile

Abstract