KO-11 Monday July 8 - 14:00
MS34 Part 1 of 3 - Hamilton-Jacobi and Probability
MS34 Part 2 of 3
The Hamilton-Jacobi theory has played fundamental roles in many traditional branches of mathematics. However, its connections with probability is perhaps less noticed.
This mini-symposium focuses on recent works that successfully explore the variational nature of modern probability problems using the language of Hamilton-Jacobi.
14:00 - 14:30
Pierre Nyquist - Min-max representations of viscosity solutions of Hamilton-Jacobi equations [Abstract]
14:30 - 15:00
Markus Fischer - Subsolutions for convex optimal control problems [Abstract]
15:00 - 15:30
Richard Kraaij - Large deviations for weakly coupled two-scale jump-diffusion systems [Abstract]
15:30 - 16:00
Mikola Schlottke - Large deviations in two-scale systems characterized by principal eigenvalues [Abstract]