报告题目 (Title):Markov Processes and SDEs for Density Functions
(马尔可夫过程与密度函数的随机微分方程)
报告人 (Speaker):王凤雨 教授(天津大学)
报告时间 (Time):2025年9月2日 (周二) 15:30-16:30
报告地点 (Place):校本部GJ303
邀请人(Inviter):阳芬芬
主办部门:太阳集团tyc539数学系
报告摘要:By using the theory of Dirichlet forms, we construct a class of general type Markov processes on the space of (probability) density functions, which include the diffusion, jump and killing terms. Moreover, martingale solutions are constructed for SDEs on these two spaces, with drifts given by the extrinsic derivative of entropy functionals.