Renormalized relative entropies and an H-theorem for interacting diffusions on sparse graphs

Kavita Ramanan
Brown University
September 15, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Reflecting Diffusions in Curved Nonsmooth Domains

Cristina Costantini
University of Chieti-Pescara
September 15, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Estimating Rare Event Probabilities in Reflecting Brownian Motion

Kevin Leder
University of Minnesota
September 15, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

In Search of Markov Solutions

Vivek Borkar
IIT Bombay, India
September 15, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Particle-Based Stochastic Reaction-Diffusion Models: Mean field limits and fluctuation corrections.

Konstantinos Spiliopoulos
Boston University
September 14, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Large Deviations and Calculus of Variations for Some Pure Jump Interacting Particle Systems

Ruoyu Wu
Iowa State University
September 14, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Aspects of the Cutoff Phenomenon for Diffusions

Djalil Chafai
Universite Paris-Dauphine
September 14, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Coarse Correlated Equilibria in Mean Field Games

Markus Fischer
University of Padua
September 14, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials

Stochastic Optimization Algorithms with Heavy Tailed Input

Jose Blanchet
Stanford
September 13, 2024
Robust Optimization and Simulation of Complex Stochastic Systems
Play Details & Materials