The Abel Lectures
Program:
Srinivasa Varadhan: A Short History of Large Deviations
George Papanicolaou: Stochastic Analysis in Finance"
Ofer Zeitouni: Large Deviations at Work
Terry Lyons: Modelling Diffusive Systems
Program:
Srinivasa Varadhan: A Short History of Large Deviations
George Papanicolaou: Stochastic Analysis in Finance"
Ofer Zeitouni: Large Deviations at Work
Terry Lyons: Modelling Diffusive Systems