Seminar第2546讲 奇异漂移系数的随机微分方程的极限定理

创建时间:  2023/11/08  谭福平   浏览次数:   返回

报告题目 (Title):Limit theorems for SDEs with irregular drifts(奇异漂移系数的随机微分方程的极限定理)

报告人 (Speaker):鲍建海 教授(天津大学)

报告时间 (Time):2023年11月9日 (周四) 9:30

报告地点 (Place):F309

邀请人(Inviter):阳芬芬


报告摘要:In this talk, concerning SDEs with Holder continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying additive functionals and reveal the corresponding rates of convergence. To establish the limit theorems under consideration, the exponentially contractive property of solution processes under the (quasi-)Wasserstein distance plays an indispensable role. In order to achieve such contractive property, which is new and interesting in its own right for SDEs with H\"older continuous drifts or piecewise continuous drifts, the reflection coupling method is employed and meanwhile a sophisticated test function is builded.

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