Minicourse on Large deviations and Freidlin-Wentzell Theorem
Time: 2015-07-27
Published By:
Speaker(s): Renjie Feng
Time: July 27 - July 31, 2015
Venue:
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.
