数学学科Seminar第2421讲 McKean-Vlasov 随机微分方程的中心极限定理和中偏差原理

创建时间:  2023/07/10  龚惠英   浏览次数:   返回

报告题目 (Title):Central limit theorem and Moderate deviation principle for McKean-Vlasov SDEs(McKean-Vlasov 随机微分方程的中心极限定理和中偏差原理)

报告人 (Speaker):Chenggui Yuan 教授(英国斯旺西大学Swansea University)

报告时间 (Time):2023年7月12日 (周三) 15:30

报告地点 (Place):校本部B308

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:In this talk, under a Lipschitz condition on distribution dependent coefficients, we discuss the central limit theorem and the moderate deviation principle for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting.

上一条:数学学科Seminar第2422讲 Comparison of the upper bounds for the extreme points of the polytopes of line-stochastic tensors

下一条:数学学科Seminar第2420讲 阿贝尔范畴上的挠对的稳定方法


数学学科Seminar第2421讲 McKean-Vlasov 随机微分方程的中心极限定理和中偏差原理

创建时间:  2023/07/10  龚惠英   浏览次数:   返回

报告题目 (Title):Central limit theorem and Moderate deviation principle for McKean-Vlasov SDEs(McKean-Vlasov 随机微分方程的中心极限定理和中偏差原理)

报告人 (Speaker):Chenggui Yuan 教授(英国斯旺西大学Swansea University)

报告时间 (Time):2023年7月12日 (周三) 15:30

报告地点 (Place):校本部B308

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:In this talk, under a Lipschitz condition on distribution dependent coefficients, we discuss the central limit theorem and the moderate deviation principle for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting.

上一条:数学学科Seminar第2422讲 Comparison of the upper bounds for the extreme points of the polytopes of line-stochastic tensors

下一条:数学学科Seminar第2420讲 阿贝尔范畴上的挠对的稳定方法