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比利时vs摩洛哥足彩
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比利时vs摩洛哥足彩
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university of california san diego
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math 288 - probability
yuzuru inahama
osaka university
laplace's method for differential equations in the rough path theory
abstract:
i will prove aymptotic results (large deviation and laplace's method) for the laws of solutions of (formal stochastic) differential equations in the rough path sense. my result can be regarded as a "rough path version" of famous results for finite dimensional sdes. however, formulated on a general banach space, my results contain something new. examples include: (1) solutions of sdes on m-type 2 banach spaces, and (2) heat processes (or heat kernel measures) on loop spaces.
host: jason schweinsberg
january 26, 2006
9:00 am
ap&m 6218
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