A gradient flow approach to large deviations for diffusion processes

A gradient flow approach to large deviations for diffusion processes

Probability Seminar
Sep 9, 2015, 03:10 PM - 04:00 PM | 344 Evans Hall | Happening As Scheduled
Max Fathi, Department of Mathematics, U.C. Berkeley
In the 80s, De Giorgi introduced the notion of abstract gradient flows, which allowed to define a notion of solutions to ordinary differential equations of the form x ̇ = −∇F(x) on metric spaces (rather than Riemannian manifolds for the usual definition). In 2005, Ambrosio, Gigli and Savar ́e showed that when we consider the space of probability measures on...