Estimates on invariant probability measures of SDEs under integrability conditions

開催日時
2017/04/07 金 15:00 - 16:30
場所
3号館552号室
講演者
Feng-Yu Wang
講演者所属
Swansea University
概要

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.