Seminars_raw

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.


Contact us

Add:Building 58, The School of Mathematics, Tianjin University Beiyangyuan Campus,

        No. 135, Ya Guan Road, Jinnan District, Tianjin, PRC 

Tel:022-60787827   Mail:math@tju.edu.cn