Estimates on invariant probability measures of SDEs under integrability conditions

Date
2017/04/07 Fri 15:00 - 16:30
Room
3号館552号室
Speaker
Feng-Yu Wang
Affiliation
Swansea University
Abstract

By using the local dimension-free Harnack inequality established on incomplete Riemannian manifolds, integrability conditions on the coefficients are presented for SDEs to imply the non-explosion of solutions as well as the existence, uniqueness and regularity estimates of invariant probability measures. These conditions include a class of drifts unbounded on compact domains such that the usual Lyapunov conditions can not be verified. Degenerate/functional SDEs are also considered.