Monday, August 10, 2020 - 10:15 in ZOOM - Video Conference
Large deviations for stochastic PDE II
A talk in the Other series by
Benjamin Gess
| Abstract: |
This lecture continues the introduction to large deviations for stochastic PDE from last semester, but it will be possible to follow it independently.
In this lecture, we will give an introduction to the weak convergence approach to large deviations with applications to stochastic PDE. The lecture will first introduce the weak convergence approach to large deviations, then this approach will be used to prove large deviation estimates for a class of stochastic PDE. If time permits we will continue by investigating large deviations for invariant measures to stochastic PDE.
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