McKean-Vlasov 随机微分方程的中心极限定理和中偏差原理

2023.07.13

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):Central limit theorem and Moderate deviation principle for McKean-Vlasov SDEs(McKean-Vlasov 随机微分方程的中心极限定理和中偏差原理)

报告人 (Speaker):Chenggui Yuan 教授(英国斯旺西大学Swansea University)

报告时间 (Time):2023年7月12日 (周三) 15:30

报告地点 (Place):校本部B308

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:In this talk, under a Lipschitz condition on distribution dependent coefficients, we discuss the central limit theorem and the moderate deviation principle for solutions of McKean-Vlasov type stochastic differential equations, which generalize the corresponding results for classical stochastic differential equations to the distribution dependent setting.