New couplings for Levy noises and their applications-天津大学数学学院

New couplings for Levy noises and their applications

2018-12-13 00:00

Speaker: Wang Jian

unit:

Time: 2018-04-18 15:00-16:00

Venue: The Wei Jin Road No. 6 Building 111 campus teaching

starttime: 2018-04-18 15:00-16:00

Profile:

Theme：: New couplings for Levy noises and their applications

Time：: 2018-04-18 15:00-16:00

Venue：: The Wei Jin Road No. 6 Building 111 campus teaching

Speaker：: Wang Jian

Abstract

In this talk, we first recall new couplings for Levy noises, and then introduce some related applications. In particular, by applying coupling method we establish the regularity and the ergodicity for SDEs driven by multiplicative pure jump Levy noises, where Levy processes are not necessarily comparable to stable-like processes.

Seminars_raw

Seminars_raw

New couplings for Levy noises and their applications

Abstract