Mathematics Colloquium: Small noise large deviations and applications
SPEAKER: Vasileios Maroulas
TITLE: Small noise large deviations and applications
A novel method of large deviations for infinite dimensional stochastic dynamical systems will be presented. Examples of large deviations for stochastic flows of diffeomorphisms arising from an image analysis problem, a reaction-diffusion SPDE, and an optimal filtering problem where the observation process is corrupted by fractional Brownian noise, will be discussed.
Save this Event:
iCalendarGoogle Calendar
Yahoo! Calendar
Windows Live Calendar
Share this Event:
Email to a Friend
More...
