学术报告(王凤雨 4.21)

Wasserstein limit for empirical measures of diffusion processes

发布人:杨晓静 发布日期:2021-04-20
主题
Wasserstein limit for empirical measures of diffusion processes
活动时间
-
活动地址
腾讯会议 457528697
主讲人
王凤雨 教授 天津大学
主持人
郭先平

Precise convergence in Wasserstein distance is derived for the empirical measures of diffusion processes by using eigenvalues of the associated generators. Several different models are considered, which include diffusion processes on Riemannian manifolds (possibly with reflecting or absorbing boundary), SDEs and semilinear SPDEs.