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Seminar
Speaker
Amarjit Budhiraja (University of North Carolina)
Date & Time
Wed, 16 October 2019, 14:00 to 15:30
Venue
Emmy Noether Seminar Room
Resources
Abstract

In these lectures I will give an overview of an approach to the study of problems of large deviations that is based on stochastic control representations and weak convergence methods. The approach will be illustrated through several examples, some old and some new.