学术报告
报告题目:Estimates for Invariant Probability Measures of DegenerateSPDEs with Singular and Path-Dependent Drifts
报告人:王凤雨教授 (长江学者,杰青)
报告时间:2018年11月9日下午4:00
报告地点:数统院307报告室
红世一足666814
2018.10.8
报告摘要: In terms of a nice reference probabilitymeasure, integrability conditions on thepath-dependent drift are presented for (infinite-dimensional) degeneratePDEs to have regular positive solutions. To this end, the correspondingstochastic (partial) differential equations are proved to possess the weak existenceand uniqueness of solutions, as well asthe existence, uniqueness and entropy estimates of invariant probabilitymeasures. When the reference measure satisfies the log-Sobolev inequality,Sobolev estimates are derived for the density of invariant probabilitymeasures. Some results are new even for non-degenerate SDEs withpath-independent drifts. The main results are applied to nonlinear functionalSPDEs and degenerate functional SDEs/SPDEs.
报告人简介:王凤雨,天津大学应用数学中心教授,2000年被聘为长江特聘教授,2007年任Swansea大学讲座教授。曾受英国皇家学会和德国洪堡基金资助分别在英国(1996.5-1997.5)和德国(1998.8-2000.7)工作,2007年起任英国Swansea大学兼职教授。发表论文200篇,出版专著3部。曾获“钟嘉庆奖”(1995)、教育部科技进步奖1等奖(1998)、国家自然科学3等奖(1999)、教育部首届高校青年教师奖(1999)、北京市五.四青年奖章(1999)、国家杰出基金(2000)、“霍英东青年教师奖”研究类1等奖(2002)、北京市先进工作者(2005)、教育部自然科学1等奖(2009)等奖励和荣誉。2004年入选首批新世纪百千万工程国家级人才计划。