报告题目: Large and moderate deviation principle for path-distribution dependent SDEs
时 间:2022年11月17日(星期四)上午9:00-
地 点:腾讯会议(ID:468-171-627)
主 办:数学与统计学院
参加对象:统计系老师与学生
报告摘要:By using weak convergence method, large and moderate deviation principles with the supremum norm are established for path-DDSDEs. By time discretization, a LDP with Hölder norm is also derived. As an application, the functional iterated logarithm law in Hölder space topology for path-DDSDEs is obtained. This talk is based on a joint work with Xinyi Gu.
报告人简介:宋玉林,南京大学数学系教授,主要从事随机微分方程的研究,在DCDS, JTP, EJP等杂志发表论文多篇。