天元基金-几何与随机分析及其应用交叉平台系列讲座之十【王健】

发布者:系统管理员发布时间:2016-03-08浏览次数:8

题目: A Coupling Approach to the Ergodicity and Regularity of Semigroups for SDEs with Levy Noises

报告人:王健  福建师范大学

时间:3月15日 16:00-17:00

地点:1208

摘要:

We establish the exponential contractivity with respect to Wasserstein distance and the regularity for the semigroup corresponding to SDEs with additive Levy noises, when the drift term is dissipative outside some compact set. The method is based on the refined basic coupling for Levy jump processes, and the extension to SDEs with multiplicative Levy noises is also discussed.