Probabilités de petite balle pour les SPDE — Small ball probability estimates for SPDEs

Expired
Dates : 08 July 2019 » 19 July 2019

Place : CIRM – Luminy
France

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Organizer : Centre International de Rencontres Mathématiques (CIRM)

Mathematics and Statistics; Social Sciences and Humanities;
Keywords: Probability, Literature
Description :

The subject of Large Deviations measures the probabilities of atypically large fluctuations of random process from their means. On the other hand, small ball probabilities measure the atypically small fluctuations from the mean. While there is an extensive literature on large deviations, small ball probabilities have not been well understood. There has been quite some work on Gaussian processes but far less for general processes. We are interested in understanding the small ball problem in the setting of the stochastic heat equation (SHE); this has not been explored before. Our results would be a first step in understanding behaviour of the paths of the SHE at a fixed time t under the influence of a random field. Examples of random fields are obstacles or a penalty for paths (at fixed time) to self intersect.

Topics: RESEARCH IN PAIRS


Centre International de Rencontres Mathématiques (CIRM) organises its event entitled Probabilités de petite balle pour les SPDE — Small ball probability estimates for SPDEs to be held from 08 July 2019 to 19 July 2019 in CIRM – Luminy, France. It covers various areas of Mathematics and Statistics including 0. For more information, visit the website of the conference or contact the organizer.
Add to calendar 2019-07-08 2019-07-19 Europe/London Probabilités de petite balle pour les SPDE — Small ball probability estimates for SPDEs https://www.sciencedz.net/en/conference/53797-probabilites-de-petite-balle-pour-les-spde-small-ball-probability-estimates-for-spdes CIRM – Luminy - France Centre International de Rencontres Mathématiques (CIRM)

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