学术报告(鲍建海 12.11)

Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise

发布人:姚璐 发布日期:2023-12-08
主题
Long time behavior of one-dimensional McKean-Vlasov SDEs with common noise
活动时间
-
活动地址
新数学楼415
主讲人
鲍建海 教授(天津大学)
主持人
巫静

摘要:In this talk, by introducing  a new type  asymptotic coupling by reflection,  we explore the long time behavior of random probability measure flows associated with a large class of one-dimensional McKean-Vlasov SDEs with common noise.  Concerning the  McKean-Vlasov SDEs with common noise under consideration in the present work, in contrast to the existing literature, the drift terms are much more general rather than of the convolution form, and, in particular, can be of polynomial growth with respect to the spatial variables, and moreover idiosyncratic noises are allowed to be of multiplicative type. Most importantly, our main result indicates that both common noise and idiosyncratic noises  facilitate the exponential contractivity of the associated measure-valued processes.