活动时间:11月21日14:30-15:30
活动地点:统计学院资料室
报告题目:Distribution Dependent SDEs with Holder Continuous Drift and alpha-Stable Noise
主讲人:黄兴
报告摘要In this paper, the existence and uniqueness of the distribution dependent SDEs with Holder continuous drift driven by alpha-stable process is investigated. Moreover, by using Zvonkin type transformation, the convergence rate of Euler-Maruyama method is also obtained. The results cover the ones in the case of distribution independent SDEs.
报告人简介:黄兴博士,北京师范大学本-硕-博:概率论与数理统计毕业,师从王凤雨教授,现为天津大学应用数学中心讲师。黄兴博士的研究方向包括随机分析、随机微分方程、泛函不等式、微分流形等,在数学及概率论的著名期刊Journal of Differential Equations、Stochastic Processes and Their Applications、journal of evolution equations、discrete and continuous dynamic systems、journal of theoretical probability上发表文章10余篇。