报告题目：Limit theorems for SDEs with irregular drifts

报告时间：2024.11.20   15：30-16：30

报告地点：统计与数据科学学院 106

报告人：鲍建海 

报告人简介：鲍建海，天津大学应用数学中心教授、博士生导师。2013年01月获英国斯旺西大学博士学位；2017年1月-2019年12月在英国斯旺西大学从事博士后研究；2013年9月-2020年6月，在中南大学数学与统计学院工作。主要从事随机分析方向的研究工作。

报告摘要：In this talk, concerning SDEs with Holder continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying additive functionals and reveal the corresponding rates of convergence. To establish the limit theorems under consideration, the exponentially contractive property of solution processes under the (quasi-)Wasserstein distance plays  an indispensable role.  In order to  achieve such contractive property, which is new and interesting in its own right   for SDEs with Holder continuous drifts or piecewise continuous drifts, the reflection coupling method is employed and meanwhile a sophisticated test function  is built. This is a joint work with Jiaqing Hao.