Event Date Details:
Refreshments at 3:15 pm.
- Sobel Seminar Room; South Hall 5607F
- Department Seminar
Andrey Sarantsev (UCSB, PSTAT)
Concentration of measure for stochastic partial differential equations
We derive Talagrand concentration inequality for the distribution of the solution of a stochastic partial differential equation by comparing Wasserstein distance with relative entropy. We continue work by Pal (2012) for stochastic ordinary differential equations. Joint work with Davar Khoshnevisan.