报 告 人：鲍建海 天津大学
报告时间：2020年10月15日 16:00-18:00
地 点：腾讯会议 （ID： 243 404 781）
摘 要：In this talk, by invoking the coupling approach, we establish exponential ergodicity under the $L^1 $-Wasserstein distance for two-factor affine processes. The method employed herein is universal in a certain sense so that it is applicable to general two-factor affine processes, which allow that the first component solves a general CIR process, and that there are interactions in the second component, as well as that the Brownian noises are correlated; and even to some models beyond two-factor processes.
报告人简介：
鲍建海，天津大学应用数学中心教授，主要从事泛函随机微分方程以及马氏切换过程等研究，目前主持国家自然科学基金2项目，在 Stochastic Process. Appl、Bernoulli、Electron. J. Probab.、J. Theoret. Probab.、 J. Appl. Probab.、 Potential Analysis、SIAM J. Control Optim.，SIAM J. Appl. Math.等期刊上发表30多篇学术论文。
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