全校师生:
云顶集团定于2019年03月29日举办研究生灵犀学术殿堂——Yuzuru Inahama报告会,现将有关事项通知如下:
1.报告会简介
报告人:Yuzuru Inahama教授
时间:2019年03月29日(星期五)上午/下午15:10(开始时间)
地点:长安校区理学院383会议室
主题:Asymptotic expansion of the density for hypoelliptic rough differential equation
内容简介:In this talk we discuss a rough differential equation driven by fractional Brownian motion with Hurst parameter H (1/4< H <1/2). Under H “ormander’s condition on the coefficient vector fields, the solution has a smooth density for each fixed time. Using Watanabe's distributional Malliavin calculus, we obtain a short time full asymptotic expansion of the density under quite natural assumptions. Our main result can be regarded as a “fractional version” or a “rough path version” of Ben Arous' famous work on the off-diagonal asymptotics. Our main tools are S. Watanabe's distributional Malliavin calculus and T. Lyons' rough path theory.
2.欢迎各学院师生前来听报告。报告会期间请关闭手机或将手机调至静音模式。
党委学生工作部
理学院
2019年03月25日
报告人简介
YuzuruInahama,日本九州大学数学学院教授,主要研究随机分析,Rough Path Theory, Malliavin积分等。是Stochastic Processes and their Applications副主编,日本数学学会会员。在Ann. Probab., Trans. Amer. Math., Soc., J. Funct. Anal., J. London Math. Soc., Proc. Amer. Math. Soc.等期刊发表SCI论文30余篇。