Date & Time: Monday, April 21, 2014, 18:15-18:45
Venue: IRCC Conference Room II, SOM-IRCC Building
Title: A nonlinear Donsker-Varadhan variational formula
Speaker: K. Sureshkumar, IIT Bombay
Abstract:In the first part of the talk we discuss Donsker-Varadhan type variational characterization of a non linear eigen value problem. We use an extension of Collatz-Weilandt formula for the proof. This is joint work with Ari Arapostathis and V. S. Borkar.
In the second part, we present a selection procedure for solutions of degenerate stochastic differential equations using small noise limit theory. This is a joint work with V. S. Borkar.