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