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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Large deviations in random interlacements I: Large deviation principle of occupation measures
随机交错 大偏差 占用措施 大偏差原则
2023/5/10
In this lecture, I will talk about the large deviation problems in random interlacements, in particular the LDP of the occupation measure, and discuss its relations to sharp asymptotic probabilities o...
Moderate Deviation Principle for dynamical systems with small random perturbation
Freidlin-Wentzell’s theorem large deviations moderate deviations Talagrand’s transportation inequality
2011/9/14
Abstract: Consider the stochastic differential equation in $\rr^d$
dX^{\e}_t&=b(X^{\e}_t)dt+\sqrt{\e}\sigma(X^\e_t)dB_t
X^{\e}_0&=x_0,\quad x_0\in\rr^d
where $b:\rr^d\rightarrow\rr^d$ is $C^1$ s...
Lindelöf principle for domains in $\CC^2$ of finite type
Several complex variables finite type Lindel¨of principle
2010/12/15
Recall the Lindel¨of principle for the unit disc in C. In this paper we will show some results about the Lindel¨of principle with admissible convergence for domains in C2 of finite type.
On Tao's "finitary" infinite pigeonhole principle
Tao's "finitary" infinite pigeonhole principle
2010/12/14
In 2007, Terence Tao wrote on his blog an essay about soft analysis, hard analysis and the finitization of soft analysis statements into hard analysis statements. One of his main examples was a quasi-...
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
linear quadratic forward-backward stochastic Volterra integral equations stochastic maximum principle
2010/4/28
This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed to be convex. Then a ...