KO-11   Monday July 8 - 14:00

MS34 Part 1 of 3 - Hamilton-Jacobi and Probability

MS34 Part 2 of 3

Abstract:
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.

Organizers:
Pierre Nyquist
Jin Feng


14:00 - 14:30 - UPDATED Pierre Nyquist - Min-max representations of viscosity solutions of Hamilton-Jacobi equations [Abstract]

14:30 - 15:00 - UPDATED 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]