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UID:20250717T112340EDT-1190dfPlRs@132.216.98.100
DTSTAMP:20250717T152340Z
DESCRIPTION:Large deviations for multi-scale jump-diffusion processes.\n\nA
 bstract:\n\nWe present large deviation results for a two time-scale model 
 of jump-diffusion processes. The processes on the two time scales are full
 y inter-dependent\, the slow process has small perturbative noise and the 
 fast process is ergodic. Our results extend previous large deviation resul
 ts for diffusions. We provide concrete examples in their applications to f
 inance and biology\, with an explicit calculation of the large deviation r
 ate function.\n\n \n
DTSTART:20161006T203000Z
DTEND:20161006T213000Z
LOCATION:room 1205\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Rohini Kumar\, Wayne State University
URL:/mathstat/channels/event/rohini-kumar-wayne-state-
 university-263278
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