数学学科Seminar第2415讲 McKean-Vlasov 随机微分方程带分布依赖Stable噪声的适定性

创建时间:  2023/06/30  龚惠英   浏览次数: 103   返回

报告题目 (Title): Well-Posedness for McKean-Vlasov SDEs with Distribution Dependent Stable Noises (McKean-Vlasov 随机微分方程带分布依赖Stable噪声的适定性)

报告人 (Speaker): 黄兴 副教授(天津大学)

报告时间 (Time):2023年7月1日 (周六) 9:00

报告地点 (Place):校本部FJ203

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:The well-posedness is established for McKean-Vlasov SDEs driven

by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to the sum of Wasserstein and weighted variation distances, while the noise coefficient satisfies the Lipschitz condition in distribution variable with respect to the sum of two Wasserstein distances. The main tool relies on Zvonkin's transform, Duhamel's formula and a two-step fixed point argument.

上一条:数学学科Seminar第2416讲 最大权重有向割的边界

下一条:数学学科Seminar第2414讲 森林中极大分离集的计数


数学学科Seminar第2415讲 McKean-Vlasov 随机微分方程带分布依赖Stable噪声的适定性

创建时间:  2023/06/30  龚惠英   浏览次数:   返回

报告题目 (Title): Well-Posedness for McKean-Vlasov SDEs with Distribution Dependent Stable Noises (McKean-Vlasov 随机微分方程带分布依赖Stable噪声的适定性)

报告人 (Speaker): 黄兴 副教授(天津大学)

报告时间 (Time):2023年7月1日 (周六) 9:00

报告地点 (Place):校本部FJ203

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:The well-posedness is established for McKean-Vlasov SDEs driven

by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuous in space variable and Lipschitz continuous in distribution variable with respect to the sum of Wasserstein and weighted variation distances, while the noise coefficient satisfies the Lipschitz condition in distribution variable with respect to the sum of two Wasserstein distances. The main tool relies on Zvonkin's transform, Duhamel's formula and a two-step fixed point argument.

上一条:数学学科Seminar第2416讲 最大权重有向割的边界

下一条:数学学科Seminar第2414讲 森林中极大分离集的计数