The 33rd Midwest Probability Colloquium

Title: Some varitional formlas for space-time Brownian motions and Poisson measures
Speaker: Armajit Budhiraja
Speaker Info: University of North Carolina, Chapel Hill
Brief Description:
Special Note:

Variational representations for moments of nonnegative functionals on Wiener and Poisson spaces will be introduced. Such representations are useful in the study of many large deviations problems. In this talk, we will consider several such problems, these weakly interacting jump diffusions, SPDEs driven by Brownian and Poisson noises, stochastic averaging problems and stochastic flows of diffeomorphisms. This talk is based on joint works with P. Dupuis, V. Maroulas, M. Eischer and J. Chen.
Date: Friday, October 14, 2011
Time: 4:30pm
Where: Swift 107
Contact Person: Elton P. Hsu
Contact email: ehsu@math.northwestern.edu
Contact Phone: 847 491 8541
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