Graded Large Deviation Principle for Nilpotent Hypoelliptic Diffusion Processes

Topic: 
Graded Large Deviation Principle for Nilpotent Hypoelliptic Diffusion Processes
Date & Time: 
Tuesday, November 13, 2018 - 13:30 to 14:30
Speaker: 
Jing Wang, Purdue University
Location: 
Room 264, Geography Building, Zhongbei Campus, East China Normal University

Abstract:

In this talk we discuss small time behaviors of the transition densities of diffusion processes that are of weak Hörmander’s type. In particular, we work with nilpotent diffusion processes and develop a large deviation principle according to the underlying graded geometric structure. This is a joint work with G. Ben Arous.

Biography:

Jing Wang is an Assistant Professor at Purdue University. She was a J. L. Doob Postdoc at the University of Illinois at Urbana-Champaign from 2015-2018, and a Postdoc Fellow at the Institute for Mathematics and its Applications (IMA) at the University of Minnesota from 2014-2015. She obtained her Ph.D. at Purdue in 2014 under the guidance of F. Baudoin. Dr. Wang’s research interests lie in the intersection of probability, analysis, and differential geometry. She studies degenerate diffusion processes and the underlying (sub-Riemannian) geometric structure. Research topics include limiting behaviors of degenerate diffusion processes, heat kernel estimates, and heat content asymptotics for domains in sub-Riemannian manifolds.

 

Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai