报告题目:Regularities and Exponential Ergodicity in Entropy for SDEs Driven by Distribution Dependent Noise

报告人：黄兴副教授（天津大学应用数学中心）

报告时间：2023年4月23日15:15—16:00

报告地点：理A110

报告摘要：As two crucial tools characterizing regularity properties of stochastic systems, the  log-Harnack inequality and Bismut formula have been intensively studied for distribution dependent (McKean-Vlasov) SDEs. However, due to technical difficulties, existing results mainly focus on the case with distribution free noise.

In this paper, we introduce a noise decomposition argument to establish the log-Harnack inequality and Bismut formula for SDEs with distribution dependent noise, in both non-degenerate and degenerate situations. As application, the exponential ergodicity in entropy  is investigated.

报告人简介：黄兴，2017年博士毕业北京师范大学概率论与数理统计专业，师从王凤雨教授，现为天津大学应用数学中心副教授。研究方向：随机分析。最近关注分布依赖的随机微分方程的解的适定性，混沌传播现象和分布性质如正则性估计和Harnack不等式等。

邀请人：朱佳惠