The IX School on Probability Theory "Summer Probability School 2021" will be devoted to two topics: stochastic differential equations (SDE) and the theory of large deviations. According to the themes, the event was divided into two parts. In the first part, which will be held on August 17–21
, we will consider the concepts of a Wiener process, Ito stochastic integral, and SDE. Let us understand the difference between strong and weak solutions to SDEs and analyze their properties. In the second part, which will be held on August 25–29
, the basics of the theory of large deviations for sums of independent random variables, the Wiener process and SDE will be described.
We invite everyone interested to participate!
More detailed information on the school can be found on the website: http://math.nsc.ru/LBRT/v1/school2021summer/index.html
In order to participate, you must fill out the registration form: https://forms.gle/zPNUnRo8HDnjLk3M7