Apr 2012- Mar 2013

Math-Fi seminar on 17 Aug.

2012.08.16 Thu up
  • Date: 17 Aug(Fri.)
  • Time: 10:30–12:00 and 14:00–18:00
  • Place: W.W. 7th-floor
  • Speaker: Lihu Xu (Brunel University London)
  • Title: Malliavin calculus and ergodicity of stochastic system forced by degenerate noises
  • Abstract:
We first have a fast review of Malliavin calculus, mainly on the existence and smoothness of density for degenerate SDEs. Then we briefly review strong Feller property, irreducibility, ergodicity of stochastic system and Doob’s method. Finally, we shall use Malliavin calculus to prove the ergodicity of some stochastic degenerate SDEs. 

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