奇异McKean–Vlasov随机微分方程,适定向,正则性和王氏Harnack不等式

2024.12.04

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):Singular McKean–Vlasov SDEs: Well-posedness,regularities and Wang’s Harnack inequality(奇异McKean–Vlasov随机微分方程,适定向,正则性和王氏Harnack不等式)

报告人 (Speaker):任盼盼Assistant Professor (香港城市大学)

报告时间 (Time):2024年12月4日 (周四) 16:00

报告地点 (Place):腾讯会议:777-564-561 密码:123456

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要:The well-posedness and regularity estimates in initial distributions are derived for singular McKean– Vlasov SDEs, where the drift contains a locally standard integrable term and a superlinear term in the spatial variable, and is Lipschitz continuous in the distribution variable with respect to a weighted variation distance. When the superlinear term is strengthened to be Lipschitz continuous, Wang’s Harnack inequality is established. These results are new also for the classical Itô SDEs where the coefficients are distribution independent.