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Activities
Coupling by change of measures for dimension-free Harnack inequality
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Reporter:
Fengyu Wang, Professor, Tianjin University
Inviter:
Jialin Hong, Professor
Subject:
Coupling by change of measures for dimension-free Harnack inequality
Time and place:
19:00-20:00 May 10 (Wednesday), Tencent Meeting: 795-102-507
Abstract:

简要介绍概率论中的耦合方法及其在基础数学中的应用。引入新的变测度耦合,以简单的随机微分方程为例,将其应用于建立无穷维Harnack不等式、Bisnut导数公式和分布积分公式。