KO-11   Tuesday July 9 - 08:45

MS34 Part 2 of 3 - Hamilton-Jacobi and Probability

MS34 Part 1 of 3 - MS34 Part 3 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

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08:45 - 09:15 - Toshio Mikami - Regularity of Schrödinger's functional equation [Abstract]

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09:15 - 09:45 - Jin Feng - A Hamilton-Jacobi theory on fluctuation structures for a stochastic Carleman model [Abstract]

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09:45 - 10:15 - Sigrid Källblad - STOCHASTIC CONTROL OF MEASURE-VALUED MARTINGALES WITH APPLICATIONS TO ROBUST PRICING AND SKOROKHOD EMBEDDING PROBLEMS [Abstract]

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10:15 - 10:45 - Philippe Thieullen - Discrete Aubry-Mather theory in a quasi-periodic environnement [Abstract]

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