全校師生:
我校定于2019年03月29日舉辦研究生靈犀學術殿堂——Yuzuru Inahama報告會,現將有關事項通知如下:
1.報告會簡介
報告人:Yuzuru Inahama教授
時間:2019年03月29日(星期五)上午/下午15:10(開始時間)
地點:長安校區理學院383會議室
主題:Asymptotic expansion of the density for hypoelliptic rough differential equation
內容簡介: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.歡迎各學院師生前來聽報告。報告會期間請關閉手機或將手機調至靜音模式。
黨委學生工作部
理學院
2019年03月25日
報告人簡介
YuzuruInahama,日本九州大學數學學院教授,主要研究隨機分析,Rough Path Theory, Malliavin積分等。是Stochastic Processes and their Applications副主編,日本數學學會會員。在Ann. Probab., Trans. Amer. Math., Soc., J. Funct. Anal., J. London Math. Soc., Proc. Amer. Math. Soc.等期刊發表SCI論文30余篇。