Department of Mathematics Colloquium

University of Idaho

Spring 2013

Thursday,  January 17, 3:30-4:20 pm, room TLC 047

Refreshments in Brink 305 at 3:00 pm

Precise asymptotics for large deviations of integral forms 


Xiangfeng Yang

Department of Mathematics

University of Idaho


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.