Top-level heading

On the connection between homogenization of some stochastic Hamilton-Jacobi-Bellman equations and large deviations of diffusions with random drift in a random potential

Categoria
Seminari di Probabilità
Data e ora inizio evento
Data e ora fine evento
Aula
Altro (Aula esterna al Dipartimento)
Sede

Dipartimento di Matematica Guido Castelnuovo, Sapienza Università di Roma

Aula esterna
Aula INdAM
Speaker

E. Kosygina (Baruch College and the CUNY Graduate Center)

The connection mentioned in the title is well-known (see, for example, A.-S. Sznitman, Brownian motion in a Poissonian potential, 1993, PTRF). The goal of the talk is to review some necessary facts from large deviations theory and explain that this connection is actually an equivalence.