报告人:刘伟教授
报告时间:5月28日(周 日)上午8:30—9:30
报告地点:统计与数据科学学院213
报告题目:Long time behaviors on mean field interacting particle systems and
McKean-Vlasov equations
报告摘要:In this talk, we will present our recent studies about the long time behaviors on mean-field interacting particle systems and the McKean-Vlasov equation, by using two different methods: coupling method and functional inequalities. This talk is based on the joint works with Arnaud Guillin, Liming Wu and Chaoen Zhang.
报告人简介:刘伟,武汉大学数学与统计学院,教授,博士生导师,中国概率统计学会常务理事、副秘书长。目前主要从事随机分析和随机算法方面的研究,主持国家自科面上项目和湖北省面上项目,参与承担多项国家自科重点项目和面上项目,在CMP、JMPA、AOAP、SPA、AIHP、Science in China 等国内外一流学术期刊发表学术论文,担任《应用概率统计》杂志编委和多家国内外期刊审稿人。
报告人:宋玉林教授
报告时间:5月28日(周 日)上午9:30—10:30
报告地点:统计与数据科学学院213
报告题目:Regularity for distribution-dependent SDEs
报告摘要:In this talk, we will introduce some results about the regularities for DDSDEs with or without jumps: Bismut formula, smoothness of density function and sensitivity analysis. The main technical tool is Malliavin calculus for Wiener-Poisson functionals.
报告人简介:宋玉林 南京大学数学系副教授,2012年博士毕业于中国科学院数学与系统科学研究院,研究方向为随机微分方程。目前已在EJP, AIHP,Potential Anal., DCDS等杂志发表论文十余篇,先后主持国家自然科学基金两项,江苏省自然科学基金一项,参与国家自然科学基金重大项目一项。
报告人:黄兴教授
报告时间:5月28日(周 日)上午10:30—11:30
报告地点:统计与数据科学学院213
报告题目:Regularities and Exponential Ergodicity in Entropy for SDEs Driven by Distribution Dependent Noise
报告摘要:As two crucial tools characterizing regularity properties of stochastic systems, the log-Harnack inequality and Bismut formula have been intensively studied for distribution dependent (McKean-Vlasov) SDEs. However, due to technical difficulties, existing results mainly focus on the case with distribution free noise.
In this paper, we introduce a noise decomposition argument to establish the log-Harnack inequality and Bismut formula for SDEs with distribution dependent noise, in both non-degenerate and degenerate situations. As application, the exponential ergodicity in entropy is investigated.
报告人简介:黄兴,2017年博士毕业北京师范大学概率论与数理统计专业,师从王凤雨教授,现为天津大学应用数学中心副教授。研究方向:随机分析。最近关注分布依赖的随机微分方程的解的适定性,混沌传播现象和分布性质如正则性估计和Harnack不等式等。