报告人:张少钦 中央财经大学副教授
报告时间:1月18日14:30
报告地点:腾讯ID:235 103 767
主办单位:数学与统计学院
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报告摘要:Under integrability conditions of the coefficients, the existence, uniqueness and regularity estimates are derived for the invariant probability measure of regime-switching diffusion processes. Moreover, we study the $L^1$-uniqueness of the semigroup generated by regime-switching diffusion processes. As an application, the $L^1$-uniqueness of the extension of weakly coupled elliptic systems is obtained.
张少钦,中央财经大学统计与数学学院副教授,研究方向为随机分析,随机微分方程。