報(bào)告時(shí)間:2024年10月25日(星期五) 14:30
報(bào)告地點(diǎn):翡翠湖校區(qū)科教樓B座1710室
舉辦單位:數(shù)學(xué)學(xué)院
學(xué)術(shù)報(bào)告信息(一)
報(bào) 告 人:邵井海 教授
工作單位:天津大學(xué)
報(bào)告簡(jiǎn)介:
In this talk we introduce some recent progress in the study of stabilization of regime-switching processes based on discrete time observations. To stabilize a given stochastic process based on its discrete time observations will make this process become a path dependent process, and we aim to provide conditions to ensure the existence of invariant probability measure.
報(bào)告人簡(jiǎn)介:
邵井海,天津大學(xué)應(yīng)用數(shù)學(xué)中心教授,博士生導(dǎo)師。2006年獲得北京師范大學(xué)與法國(guó)第戎大學(xué)的理學(xué)博士學(xué)位。研究興趣:無窮維隨機(jī)分析,泛函不等式,帶切換擴(kuò)散過程及相關(guān)優(yōu)化控制問題。在軌道空間和環(huán)空間上運(yùn)輸不等式、最優(yōu)映射問題,以及帶切換擴(kuò)散過程長(zhǎng)時(shí)間行為等問題的研究中取得了一些成果,發(fā)表在 PTRF,SICON,JFA,SPA等期刊。
學(xué)術(shù)報(bào)告信息(二)
報(bào) 告 人:黃興 副教授
工作單位:天津大學(xué)
報(bào)告簡(jiǎn)介:
In this paper, the exponential ergodicity in $\W_1$ for McKean--Vlasov SDEs driven by distribution dependent L\'{e}vy noise is established. The results are applied in non-degenerate multiplicative Brownian motion case, additive kinetic SDEs with Brownian noise and additive L\'{e}vy noise. In all these models, the coefficients before the noise are allowed to be distribution dependent and the drifts are only assumed to be partially dissipative drifts. These results considerably improve the existing ones in which the noise is distribution free.
報(bào)告人簡(jiǎn)介:
黃興,2017年博士畢業(yè)北京師范大學(xué)概率論與數(shù)理統(tǒng)計(jì)專業(yè),現(xiàn)為天津大學(xué)應(yīng)用數(shù)學(xué)中心副教授。研究方向:隨機(jī)分析。主持國(guó)家自然科學(xué)基金青年、面上項(xiàng)目,參與科技部重點(diǎn)研發(fā)項(xiàng) 目。關(guān)注分布依賴的隨機(jī)微分方程的解的適定性,定量混沌傳播和分布性質(zhì)如正則性估計(jì)和維數(shù)無關(guān)的 Harnack不等式等。已在Stochastic Process. Appl.,Electron. J. Probab.,J. Differential Equations 和Sci China Math. 等國(guó)內(nèi)外學(xué)術(shù)期刊上發(fā)表論文近40篇。