Precise asymptotics for large deviations of integral forms
2012-10-26 14:30 2012-10-26 15:30 2012-10-26 14:30 .. 15:30
Xiangfeng Yang (GFMUL)
In this talk, I will first overview two forms of large deviation problems (probability form and integral form). Then I will focus on precise large deviations of integral forms for a large class of families of stochastic processes including diffusion processes, pure jump processes, deterministic processes and the mixture processes of them - locally infinitely divisible processes. Finally, applications to partial integro-differential equations as well as the semiclassical limits of Euclidean quantum mechanics will be studied.