Department of Mathematics Colloquium
|
|---|
|
Abstract |
|---|
| In this talk, I will first overview two forms
of large deviation problems (probability form and integral form). Then
I will focus on precise large deviations of integral forms for a large
class of families of stochastic processes including diffusion
processes, pure jump processes, deterministic processes and the mixture
processes of them - locally infinitely divisible processes. Finally,
applications to partial integro-differential equations as well as the
semiclassical limits of Euclidean quantum mechanics will be studied.
|