Séminaire des Doctorants et Doctorantes

Large deviations for a stochastic hybrid process

by Elias Ventre (LBMC - ENS Lyon)

Europe/Paris
Salle Fokko du Cloux (ICJ)

Salle Fokko du Cloux

ICJ

Description

The Large deviations theory for stochastic processes has been mainly developed by Freidlin and Wentzell for Stochastic Differential Equations. I will give some insight about the tools that are used in this theory, in particular its analogy with Hamiltonian mechanics. I will then present a formal method for building the rate function of the Large deviations principle for a stochastic hybrid process used in cell biology for modeling gene expression dynamics, and how it can be used.