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【预告】“百脉大讲坛”之青年学者论坛(7):Distribution Dependent SDEs with Holder Continuous Drift and alpha-Stable Noise
时间:2019-11-19

活动时间:112114:30-15:30

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--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 EquationsStochastic Processes and Their Applicationsjournal of evolution equationsdiscrete and continuous dynamic systemsjournal of theoretical probability上发表文章10余篇。