241566 Large deviations for stochastic PDE (V) (WiSe 2019/2020)
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In this lecture we give an introduction to the weak convergence approach to large deviations with applications to stochastic PDE. The lecture will start by briefly recalling principles of large deviation theory. Then, the weak convergence approach to large deviations will be introduced. In the third part of the lecture, this approach will be used to prove large deviation estimates for a class of stochastic PDE describing fluctuations in particle systems.
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- Last update basic details/teaching staff:
- Monday, July 20, 2020
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- Monday, February 17, 2020
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- Monday, February 17, 2020
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- lecture (V) /
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- Faculty of Mathematics
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