New developments on Riemannian path space analysis
报告人：张世生 【 Manchester University, UK】
时 间：2018-01-05 09:00-09:50
Professor of Manchester University, UK
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.