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
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.
08:45 - 09:15
Toshio Mikami - Regularity of Schrödinger's functional equation [Abstract]
09:15 - 09:45
Jin Feng - A Hamilton-Jacobi theory on fluctuation structures for a stochastic Carleman model [Abstract]
09:45 - 10:15
Sigrid Källblad - STOCHASTIC CONTROL OF MEASURE-VALUED MARTINGALES WITH APPLICATIONS TO ROBUST PRICING AND SKOROKHOD EMBEDDING PROBLEMS [Abstract]
10:15 - 10:45
Philippe Thieullen - Discrete Aubry-Mather theory in a quasi-periodic environnement [Abstract]