中国科学院副研究员何凯博士学术报告
发布时间: 2021-04-20 浏览次数: 10

报告题目:Estimates of the Difference between two Probability Densities of Wiener Functionals and its Application


报告人:  何凯博士 中国科学院数学与系统科学研究院副研究员

  

报告时间:    2021年4月23日下午4:30

  

报告地点:    博学楼506会议室

  

报告内容

This study investigates precise estimates of the difference between two probability densities of Wiener functionals in the space of continuously differentiable functions and the Hölder continuous functions. As an application, the convergence rate of the density of the solution to non-Markovian stochastic differential equations is derived utilizing these precise estimates.


报告人简介

 何凯,博士,中国科学院数学与系统科学研究院副研究员,德国Bielefeld大学博士后。长期从事概率论与数理统计中的无穷维分析研究。主要成果发表在Journal of Theoretical ProbabilityStochastic Processes and their ApplicationsQuantum Probability and Related TopicsBulletin des Sciences MathematiquesStochastics and DynamicJournal of Functional Analysis国际知名期刊。




 

 
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