报告人:张奇教授
报告时间:5月21日(周 日)上午8:30—9:30
报告地点:3344体育官方入口213
报告题目:Mass-conserving stochastic partial differential equation and associated backward doubly stochastic differential equation.
报告摘要:In this talk, I will introduce a type of stochastic partial differential equation with invariant mass. Its correspondence with backward doubly stochastic differential equation is established. Moreover, the pathwise stationarity of its solution is studied.
报告人简介:张奇,复旦大学数学科学学院教授,金融数学与控制科学系主任,中国工业与应用数学学会理事。2007年毕业于山东大学数学学院(与英国拉夫堡大学联合培养),2008年在英国拉夫堡大学从事博士后研究工作,同年入职复旦大学数学科学学院。主要研究领域为倒向随机微分方程、随机偏微分方程、随机控制理论。
报告人:黎怀谦教授
报告时间:5月21日(周 日)上午9:30—10:30
报告地点:3344体育官方入口213
报告题目:Limiting Behaviors of Some Seminorms for Dunkl Operators
报告摘要:I will talk about behaviors as of Besov seminorms associated with the Dunkl operator, which is a (nonlocal) differential-difference operator parameterized by finite reflection groups and multiplicity functions. The result is a further development of the one obtained by V. Maz’ya and T. Shaposhnikova for the classical fractional Sobolev space.
报告人简介:黎怀谦,男,2011年毕业于法国勃艮第大学和北京师范大学,并获得法国博士学位;2011年-2013年在中科院应用数学研究所做博士后,之后到四川大学数学学院工作至2017年底,2018年至今在天津大学工作,副教授。
报告人:杨青山教授
报告时间:5月21日(周 日)上午10:30—11:30
报告地点:3344体育官方入口213
报告题目:Large and moderate deviations for sample path of non-homogeneous telegraph process
报告摘要:In this talk, we consider large and moderate deviations for non-homogeneous telegraph process with slowly varying intensity functions that are equipped with the uniform topology. The mild conditions are given based on $L^2$ and $L^2$ norms of intensity functions where some singular intensity functions are discussed. This work is joint with Pro. Jiang Hui.
报告人简介:杨青山,现为东北师范大学数学统计学院副教授,博士毕业于武汉大学数学与统计学院。目前从事随机过程与参数估计的相关偏差原理的研究与应用。