一、报告题目
Quantitative Estimates for Levy Driven SDEs with Different Drifts and Applications
二、主讲人
王 健
三、报告时间
2022年11月08日 18:00-19:00
四、报告地点
Zoom
五、摘要
By partly invoking the refined basic coupling for Levy process, we establish quantitative estimates of transition kernels associated with two Levy driven SDEs with different drifts, which are partially dissipative. This quantitative result is powerful not only to investigate the exponentially contractive property of transition kernels associated with partially dissipative McKean-Vlasov SDEs with jumps but also to handle the long time behavior of time-inhomogeneous SDEs with jumps. Our approach also works very well for two Levy driven SDEs with different drift terms which are fully non-dissipative.
六、主讲人简介
王健,数学与统计学院教授、博士生导师。 2008年获得理学博士学位,师从陈木法院士。2009获得德国洪堡基金,2014年获得日本学术振兴基金,2015年获得国家自然科学基金优秀青年基金,2022年获得国家自然科学基金杰出青年基金。主要从事随机过程与随机分析方向的研究,特别是Lévy型过程的随机分析。
七、主办单位
非线性期望前沿科学中心
数学与交叉科学研究中心