Professor Fengyu Wang:Coupling by change of measures for dimension-free Harnack inequality
Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars |
| Speaker: |
Professor Fengyu Wang,Tianjin University |
| Inviter: |
Professor Jialin Hong |
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Title: |
Coupling by change of measures for dimension-free Harnack inequality |
| Language: |
Chinese |
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Time & Venue: |
2023.05.10 19:00-20:00 Tencent Meeting: 795-102-507 |
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Abstract: |
简要介绍概率论中的耦合方法及其在基础数学中的应用。引入新的变测度耦合，以简单的随机微分方程为例，将其应用于建立无穷维Harnack不等式、Bisnut导数公式和分布积分公式。 |
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