十大彩票预测
学术报告[2025] 128号
(高水平大学建设系列报告1230号)
报告题目:Ergodicity of conditional McKean-Vlasov jump diffusion
报告人: 鲍建海 教授(天津大学)
报告时间:2025年11月21日上午9:30-10:30
报告地点:汇星楼514
内容摘要:In this talk, we are interested in conditional McKean-Vlasov jump diffusions, which are also termed as McKean-Vlasov stochastic differential equations with jump idiosyncratic noise and jump common noise. As far as conditional McKean-Vlasov jump diffusions are concerned, the corresponding conditional distribution flow is a measure-valued process, which indeed satisfies a stochastic partial integral differential equation driven by a Poisson random measure. Via a novel construction of the asymptotic coupling by reflection, we explore the ergodicity of the underlying measure-valued process corresponding to a one-dimensional conditional McKean-Vlasov jump diffusion when the associated drift term fulfils a partially dissipative condition with respect to the spatial variable. In addition, the theory derived demonstrates that the intensity of the jump common noise and the jump idiosyncratic noise can simultaneously Enhance the convergence rate of the exponential ergodicity.
报告人简历:鲍建海,现任职于天津大学应用数学中心,教授,博士研究生导师。2013年博士毕业于英国斯旺西大学,2013年-2020年在中南大学数学与统计彩票预测
工作,2020年6月调入天津大学应用数学中心。
欢迎师生参加!
邀请人:董海玲
十大彩票预测
2025年11月20日