学术动态

Estimates of the Difference between two Probability Densities of Wiener Functionals and Its Application

报告内容简介:

In this talk we investigate precise estimates of the difference between two probability densities of Wiener functionals in the space of continuously differentiable functions and the H?lder continuous functions. As an application, the convergence rate of the density of the solution to non-Markovian stochastic differential equations is derived utilizing these precise estimates.

报告人简介:何凯, 中国科学院数学与系统科学研究院应用数学所副研究员,研究方向为无穷维随机分析.

2021-07-05 09:00-10:00 腾讯视频会议 128 444 709


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