Event Date:
Wednesday, April 11, 2018 - 3:30pm
Event Date Details:
Refreshments at 3:15 pm.
Event Location:
- Sobel Seminar Room; South Hall 5607F
- Department Seminar
Speaker
Andrey Sarantsev (UCSB, PSTAT)
Title
Concentration of measure for stochastic partial differential equations
Abstract
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.
April 3, 2018 - 7:57pm