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General Mathematics Seminar of the St. Petersburg Division of Steklov Institute of Mathematics, Russian Academy of Sciences
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How ODEs help probabilities A. I. Nazarov St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences |
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Abstract: The problem of the small deviations probabilities of Gaussian random processes is very popular both in probability theory and in applications. Approximately 20 years ago, it was discovered that in many cases the classical results of the theory of ordinary differential equations can help in solving this problem. In the report I will try to give an overview of this topic. |
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