Exponential Convergence for Functional SDEs with Singular Drift
报 告 人:: 黄兴
报告地点:: 数学与统计学院617报告厅
报告时间:: 2018年07月14日星期六14:40-15:20

   Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with Dini continuous drift is obtained. This and the log-Harnack inequality implies the same convergence in the sense of entropy, which also yields the convergence in total variation norm by Pinsker's inequality. Moreover, the assertions above also hold for degenerate functional SDEs with H\"{o}lder continuous drift.

发 布 人:吴双 发布时间: 2018-07-11
黄兴,2017年博士毕业于北京师范大学数学科学学院,并且同年在天津大学数学学院任教。主要从事随机分析以及相关领域的研究工作。近年来,在Ann. Fac. Sci. Toulouse Math., Stoch. Dyn., Commun. Pure Appl. Anal., J. Differential Equations等权威期刊发表多篇SCI论文。