报告题目:Asymptotic Log-Harnack Inequality and Applications for Stochastic Systems
报告人:鲍建海 副教授
报告摘要:The asymptotic log-Harnack inequality is established for several kinds of models on stochastic differential systems with infinite memory: non-degenerate SDEs, neutral SDEs, semi-linear SPDEs, and stochastic Hamiltonian systems. As applications, the following properties are derived for the associated segment Markov semigroups: asymptotic heat kernel estimate, uniqueness of the invariant probability measure, asymptotic gradient estimate (hence, asymptotically strong Feller property), as well as asymptotic irreducibility.
报告时间:11月14号下午3:00
报告地点:我院213会议室
报告人简介:现任职于中南大学数学与我院,主要研究领域为马氏过程与随机分析. 先后在Stoch. Proc. Appl., Bernoulli, Electron. J. Probab., J. Theoret. Probab., Potential Anal., SIAM J. Control Optim., SIAM J. Math. Appl., IME等期刊上发表多篇学术论文.
学习经历
2002.09-2004.07 曲阜师范大学 应用数学 本科 学士学位
2004.09-2007.03 中南大学 概率论 硕士研究生 硕士学位
2008.09-2011.09 中南大学 概率论 博士研究生
2009.10-2013.04 Swansea University 概率论 博士研究生 博士学位
工作经历
2012.09-2013.08 Wayne state University Research Fellow
2017.01-2019.12 Swansea University postdoctor
2013.09-至今 中南大学