242625 Selected topics in large deviations theory (V) (WiSe 2020/2021)

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This lecture is a joint lecture at the University of Bielefeld and the MPI MIS Leipzig. It will be given on zoom. The zoom link will be distributed prior to the start of the lecture via the participants email list.

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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.

Teaching staff

Dates ( Calendar view )

Frequency Weekday Time Format / Place Period  
weekly Fr 16-18 ONLINE   26.10.2020-12.02.2021

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Registered number: 6
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Address:
WS2020_242625@ekvv.uni-bielefeld.de
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2 Students to be reached directly via email
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Last update basic details/teaching staff:
Tuesday, September 15, 2020 
Last update times:
Tuesday, September 15, 2020 
Last update rooms:
Tuesday, September 15, 2020 
Type(s) / SWS (hours per week per semester)
lecture (V) / 2
Language
This lecture is taught in english
Department
Faculty of Mathematics
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ID
239023452