February 9, 2023. A. I. Nazarov (POMI). How ODEs help probabilities.

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.

List of talks at previous sessions of the seminar.