报告题目:Existence, uniqueness and ergodicity for McKean-Vlasov SDEs under distribution-dependent Lyapunov conditions
报 告 人:马俊,东北师范大学博士后
主 持 人:王文鹤
时 间:2025年11月20日14:00
地 点:正心楼1314室
主办单位:长春大学数学与统计学院
摘要:In this talk, we prove the existence and uniqueness of solutions as well as ergodicity for McKean-Vlasov SDEs under Lyapunov conditions, where the Lyapunov functions depend not only on space variable but also on distribution variable. We apply the martingale representation theorem and a modified Yamada-Watanabe theorem to obtain the existence and uniqueness of solutions. Furthermore, the Krylov-Bogolioubov theorem is used to get ergodicity since it is valid by linearity of the corresponding Fokker-Planck equations on R^d×P_2(R^d).
报告人简介:马俊,理学博士。主要从事随机动力系统研究,于《J. Differential Equations》和《Discrete Contin. Dyn. Syst. Ser. S》等学术刊物发表论文,主持国家自然科学基金项目一项。