日搏

日搏

English   |    | 加入收藏   |  站点导航
当前位置:首页>日搏>学术报告
随机复杂结构与数据科学重点实验室
学术报告


浏览次数:

 
Speaker:

Dr.Juan Li,Shandong University

Inviter: 李向东 研究员
Title:
Dervatives on Wasserstein spaces and applications
Time & Venue:

2019.11.8 16:00 N212

Abstract:

The talk is devoted to derivatives with respect to the measure and partial derivatives over the 2-Wasserstein space {\cal{P}}_2(R^d)--the space of probability laws over R^d with finite second moment--and it discusses as their applications partial differential equations over R^d\times {\cal{P}}_2(R^d) as well as Peng's stochastic maximum principle for a stochastic control problem whose coefficients don't depend only on the controlled state process and the control but also on their joint law.
The talk is based on joint works with R.Buckdahn, Y.Chen., T.Hao, S.Peng, C.Rainer.

Affiliation:  

学术报告中国科学院数学与系统科学研究院日搏官网

日搏

地址 北京市海淀区中关村东路55号 思源楼6-7层 南楼5-6、8层 100190
?2000-2013 京ICP备05058656号