j9国际集团

奇怪漂移系数的随机微分方程的极限造理

2023.11.10

投稿:龚惠英部门:理学院浏览次数:

活动信息

汇报标题 (Title):Limit theorems for SDEs with irregular drifts (奇怪漂移系数的随机微分方程的极限造理)

汇报人 (Speaker):鲍建海 教授(天津大学)

汇报功夫 (Time):2023年11月9日 (周四) 9:30

汇报地址 (Place):校本部 F309

约请人(Inviter):阳芬芬

主办部门:理学院数学系

汇报提要:In this talk, concerning SDEs with Holder continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying additive functionals and reveal the corresponding rates of convergence. To establish the limit theorems under consideration, the exponentially contractive property of solution processes under the (quasi-)Wasserstein distance plays an indispensable role. In order to achieve such contractive property, which is new and interesting in its own right for SDEs with H\"older continuous drifts or piecewise continuous drifts, the reflection coupling method is employed and meanwhile a sophisticated test function is builded.

【网站地图】