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Asymptotic problems for stochastic processes and differential equations

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If you have a question about this talk, please contact Helen Innes.

I will consider a number of asymptotic problems for differential equations, ordinary and partial, which can be solved by the direct probabilistic analysis of stochastic processes related to these equations. In particular, I will speak on old and new results for PDEs with a small parameter in higher derivatives and corresponding processes, on classical averaging principle for ordinary differential equations when the first integral (Hamiltonian) has many wells, on reaction-advection in incompressible 3D-flow which is close to a planar motion.

This talk is part of the Kuwait Foundation Lectures series.

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