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报告题目: Stochastic differential equations with local growth singular drifts
报 告 人: 叶文杰 博士
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: 2023-03-22
报告时间: 16:00--17 : 00
报告地点: 光华东主楼1513室
   
报告摘要:

We study the weak differentiability of global strong solution of stochastic differential equations, the strong Feller property of the associated diffusion semigroups and the global stochastic flow property in which the singular drift  term and the weak gradient of Sobolev diffusion term are supposed to satisfy local growth conditions respectively. The main tools for these results are the decomposition of global two-point motions, Krylov's estimate, Khasminskii's estimate, Zvonkin's transformation and the characterization for Sobolev differentiability of random fields.

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本年度学院报告总序号: 749

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