Speaker: Feng-Yu Wang (Tianjin University) Topic: Entropy Estimate Between Diffusion Processes with Application to MV SDEs Abstract: By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the entropy-cost inequality is established for McKean-Vlasov SDEs.
Seminar, September 26th
Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine) Topic: Constructing stochastic flows of mappings.
Seminar, September 19th
Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine) Topic: On SDE for low-dimensional Bessel processes.
Seminar, September 12th
Speaker: Ekaterina Glinyanaya (Institute of Mathematics of NAS of Ukraine) Topic: Integrals with respect to the Arratia point process as a semimartingale.