主  題:Regularity for Mean-field SDEs Driven by Jump Processes

內(nèi)容簡(jiǎn)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.

報(bào)告人:宋玉林      副教授

時(shí)  間:2019-04-04    15:00

地  點(diǎn):競(jìng)慧東樓302

舉辦單位:統(tǒng)計(jì)與數(shù)學(xué)學(xué)院