In this course, we consider the equilibrium large deviations around invariant measures and the two-scale problem of large deviations for large times in stochastic systems. This is a two-scale problem, since simultaneously large times and small noise limits are considered. The lecture will cover selected topics from large deviations for invariant measures for SDE and SPDE. The course will start with a brief introduction to large deviations theory, recalling the basic notions and results, so that no advanced knowledge of large deviations theory is required.
Rhythmus | Tag | Uhrzeit | Format / Ort | Zeitraum | |
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wöchentlich | Fr | 16-18 | ONLINE | 26.10.2020-12.02.2021 |
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