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发表时间:2021-03-30 阅读次数:287次
报告题目: Estimates of the Difference between two Probability Densities of Wiener Functionals and its Application
报 告 人:何凯 副研究员
报告人所在单位:中国科学院数学与系统科学研究院
报告日期:2021-03-30 星期二
报告时间:10:00-11:00
报告地点:腾讯会议ID:201 736 945
  
报告摘要:

This study investigates precise estimates of the difference between two probability densities of Wiener functionals in the space of continuously differentiable functions and the Hölder continuous functions. As an application, the convergence rate of the density of the solution to non-Markovian stochastic differential equations is derived utilizing these precise estimates.

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本年度学院报告总序号:58

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