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Precise asymptotics for large deviations of integral forms

IIIUL, B1-01
2012-10-26 14:30 .. 15:30
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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.