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微分方程与动力系统系列学术报告:Quantitative estinates for Levy driven SDEs with difrent drifts and Applications

发布人:日期:2023年04月26日 18:17浏览数:

报告题目:Quantitative estinates for Levy driven SDEs with difrent drifts and Applications

报 告 人:鲍建海教授(天津大学)

报告时间:2023427日  9:00

报告地点:格物楼302学术报告厅

报告摘要:

In this talk, via partly invoking the refined basic coupling for Levy process, we establish quantitative estimates of transition kemels associated with two Levy driven SDEs with different drifts, which are partially dissipative. This quantitative result is powerful not only to investigate the exponentially contractive property of transition kemels associated with parially dissipative McKean-Vasex SDEs with jumps but also to handle the long time behavior of time-inhomgeneous SDEs with jumps. Our approach also works very well for two Levy driven SDEs with different drift tems which are fully non-dissipative.

报告人简介:

鲍建海,天津大学教授,博士生导师。研究方向为随机分析,随机微分方程。先后于中南大学(2011年)和英国斯旺西大学(2013年)获博士学位。201209-201308月为美国Wayne State UniversityResearch Fellow。先后在Stoch. Pros. Appl. SIAM J. Control Optim.BernoulliElectron. J. Probab.J. Theoret. Probab.Potential Anal.SIAM J. Math. Anal.J. Differential Equations等期刊上发表50余篇学术论文。


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