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 integrodifferential equations as well as the
semiclassical limits of Euclidean quantum mechanics will be studied.
