报告题目:Well-Posedness for McKean-Vlasov SDEs with Distribution Dependent Stable Noises
主讲人:黄兴
单位:天津大学
时间:8月17日 10:15
地点:学院南研
摘要:The well-posedness is established for McKean-Vlasov SDEs driven by $\alpha$-stable noises ($1<\alpha<2$). In this model, the drift is H\"{o}lder continuousin space variable and Lipschitz continuous in distribution variable with respect to the sum ofWasserstein and weighted variation distances, while the noise coefficient satisfiesthe Lipschitz condition in distribution variable with respect to the sum of two Wasserstein distances.The main tool relies on Zvonkin's transform, Duhamel's formula and a two-step fixed point argument.
简介:黄兴,2017年博士毕业北京师范大学概率论与数理统计专业,师从王凤雨教授,现为天津大学应用数学中心副教授。研究方向:随机分析。最近关注分布依赖的随机微分方程的解的适定性,混沌传播现象和分布性质如正则性估计和Harnack不等式等。