报告题目：On Invariant Measure of Regime-switching Diffusion Processes with Singular Drifts

主 讲 人：张少钦

单 位：中央财经大学

时 间：1月18日14:30

腾 讯 ID：235 103 767

摘 要：

Under integrability conditions of the coefficients, the existence, uniqueness and regularity estimates are derived for the invariant probability measure of regime-switching diffusion processes. Moreover, we study the $L^1$-uniqueness of the semigroup generated by regime-switching diffusion processes. As an application, the $L^1$-uniqueness of the extension of weakly coupled elliptic systems is obtained.

简 介：

张少钦，中央财经大学统计与数学学院副教授，研究方向为随机分析，随机微分方程。