报告题目: Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications 

报告时间：2019年3月26日（星期二）下午16：00-17:00

报告地点：数学楼112

报告摘要:

By using Malliavin calculus, Bismut type formulas are established for the Lions derivative of Ptf(μ):=Ef(Xμt), where t>0, f is a bounded measurable function, and Xμt solves a distribution dependent SDE with initial distribution μ. As applications, explicit estimates are derived for the Lions derivative and the total variational distance between distributions of solutions with different initial data. Both degenerate and non-degenerate situations are considered. Due to the lack of the semigroup property and the invalidity of the formula Ptf(μ)=∫Ptf(x)μ(dx), essential difficulties are overcome in the study.

报告人简介：

任盼盼，本科、硕士、博士毕业于英国Swansea University, 导师为吴奖伦教授， 现为牛津大学的博士后，合作导师为钱忠民教授，在JDE等期刊上发表多篇学术论文。