Speaker: Wang Jian, Professor, Doctoral Supervisor, School of Mathematics and Statistics, Shandong University

Date: November 8, 2022

Time: 18:00-19:00

Location: Zoom

Sponsor: Research Center for Mathematics and Interdisciplinary Sciences, Shandong University

Abstract:

By partly invoking the refined basic coupling for Levy process, we establish quantitative estimates of transition kernels associated with two Levy driven SDEs with different drifts, which are partially dissipative. This quantitative result is powerful not only to investigate the exponentially contractive property of transition kernels associated with partially dissipative McKean-Vlasov SDEs with jumps but also to handle the long time behavior of time-inhomogeneous SDEs with jumps. Our approach also works very well for two Levy driven SDEs with different drift terms which are fully non-dissipative.

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https://www.view.sdu.edu.cn/info/1020/170753.htm