扩散过程间的熵估计及其在McKean-Vlasov 随机微分方程中的应用

2023.03.31

投稿:龚惠英部门:浏览次数:

活动信息

报告题目 (Title): Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs(扩散过程间的熵估计及其在McKean-Vlasov 随机微分方程中的应用)

报告人 (Speaker): 王凤雨 教授(天津大学)

报告时间 (Time):2023年4月8日 (周六) 9:00

报告地点 (Place):校本部309

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the log-Harnack inequality is established for McKean-Vlasov SDEs with multiplicative distribution dependent noise, which appears for the first time in the literature.