学术活动

New developments on Riemannian path space analysis

2018-01-05 09:00

报告人: 张世生 【 Manchester University, UK】

报告人单位:

时间: 2018-01-05 09:00-09:50

地点: 卫津路校区应用数学中心111教室

开始时间: 2018-01-05 09:00-09:50

报告人简介:

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报告人简介

Professor of  Manchester University, UK

报告内容介绍

    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.


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