Minicourse on Large deviations and Freidlin-Wentzell Theorem
发布时间：2015年07月27日
浏览次数：8947
发布者:
主讲人： Renjie Feng
活动时间： 从 2015-07-27 00:00 到 2015-07-31 00:00
场地：
Title: Minicourse on Large deviations and Freidlin-Wentzell Theorem
Speaker: Renjie Feng, Monday(07.27) 10-11:30, Wednesday, Friday(07.29,07.31) 3-4:30, Quan Zhai Room 9
Freidlin-Wentzell Theorm is a large deviation result of a (scaled-down) sample path of an Ito diffusion with a precise rate functional, which generalizes Schilder's theorem for standard Brownian motions. In this minicourse, I will cover Cramer Theorem of large deviations, Schilder's theorem and Freidlin-Wentzell Theorem.
