Seminar series
Date
Mon, 11 Feb 2019
Time
15:45 -
16:45
Location
L3
Speaker
TUSHENG ZHANG
Organisation
Manchester University
We consider Brownian motion with Kato class measure-valued drift. A small time large deviation principle and a Varadhan type asymptotics for the Brownian motion with singular drift are established. We also study the existence and uniqueness of the associated Dirichlet boundary value problems.