In aggiungta al seminario gia' segnalato di Mercoledi' 25, il giorno
Venerdi' 27 Marzo 2015 alloe ore 15:00, nell'Aula INdAM del Dipartimento di
Matematica dell'Universita' di Roma La Sapienza
Elena Kosygina (Baruch College and the CUNY Graduate Center)
effettuera' un seminario dal titolo:
*On the connection between homogenization of some stochastic
Hamilton-Jacobi-Bellman equations and large deviations of diffusions with
random drift in a random potential*
Sunto del seminario:
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.
Un saluto
Mauro Mariani