全校師生：
我校定于2019年03月29日舉辦研究生靈犀學(xué)術(shù)殿堂——Yuzuru Inahama報(bào)告會(huì)，現(xiàn)將有關(guān)事項(xiàng)通知如下：
1.報(bào)告會(huì)簡(jiǎn)介
報(bào)告人：Yuzuru Inahama教授
時(shí)間：2019年03月29日（星期五）上午/下午15:10（開(kāi)始時(shí)間）
地點(diǎn)：長(zhǎng)安校區(qū)理學(xué)院383會(huì)議室
主題：Asymptotic expansion of the density for hypoelliptic rough differential equation
內(nèi)容簡(jiǎn)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(xué)院師生前來(lái)聽(tīng)報(bào)告。報(bào)告會(huì)期間請(qǐng)關(guān)閉手機(jī)或?qū)⑹謾C(jī)調(diào)至靜音模式。
黨委學(xué)生工作部
理學(xué)院
2019年03月25日
報(bào)告人簡(jiǎn)介
YuzuruInahama，日本九州大學(xué)數(shù)學(xué)學(xué)院教授，主要研究隨機(jī)分析，Rough Path Theory, Malliavin積分等。是Stochastic Processes and their Applications副主編，日本數(shù)學(xué)學(xué)會(huì)會(huì)員。在A(yíng)nn. Probab., Trans. Amer. Math., Soc., J. Funct. Anal., J. London Math. Soc., Proc. Amer. Math. Soc.等期刊發(fā)表SCI論文30余篇。
