学术报告:Log-Sobolev Inequality for Decoupled and McKean-Vlasov SDEs and Application on Exponential Ergodicity
报告时间:3月7日(星期五)下午15:00-16:00
报告地点:沙河校区,学院1号楼102会议室
主持人:张少钦 副教授
报告人:黄兴,天津大学,副教授
报告摘要:The exponential ergodicity in the L1-Wasserstein distance for partially dissipative McKean-Vlasov SDEs has been extensively studied. However, the question of exponential ergodicity in the L2-Wasserstein distance and relative entropy has remained unresolved. This paper addresses the problem by establishing the log-Sobolev inequality for both the time-marginal distributions and the invariant probability measure, providing a positive resolution. As part of the groundwork, the log-Sobolev inequality is investigated for the associated time-inhomogeneous semigroup. The main results are further extended to degenerate diffusion.
报告人简介:黄兴,男,2017年博士毕业北京师范大学概率论与数理统计专业,现为天津大学应用数学中心副教授。研究方向:随机分析。先后主持国家自然科学基金青年和面上项目,参与科技部重点研发项目。主要关注分布依赖的随机微分方程的解的适定性,定量的混沌传播和分布性质如正则性估计,对数Harnack不等式和遍历性等。
撰稿人:刘洁
审稿人:邓露