主 题:Regularity for Mean-field SDEs Driven by Jump Processes
内容简介:In this talk, by Malliavin calculus for Poisson functional, sharp gradient estimates for Mean-field SDEs driven by jump processes are established in non-degenerate case. When the driven noises are additive degenerate Lévy processes, smoothness of the density functions are derived.
报告人:宋玉林 副教授
时 间:2019-04-04 15:00
地 点:竞慧东楼302
举办单位:统计与数学学院