徐礼虎教授的学术报告

发布时间:2016年03月03日 作者:   消息来源:    阅读次数:[]

题目:Gradient Estimates for SDEs Driven by Multiplicative Levy Noises 

报告人 : 徐礼虎教授(澳门大学) 

时间:2016年03月14日下午16:30—17:30 

地点:数理楼小学术报告厅 

Abstract: Gradient estimates are derived, for the first time, for the semigroup associated to a class of stochastic differential equations driven by multiplicative Levy noise. In particular, the estimates are sharp for alpha-stable type noises. To derive these estimates, 

a new derivative formula of Bismut-Elworthy-Li's type is established for the semigroup by using the Malliavin calculus and a finite-jump approximation argument. This is a joint work with Feng-Yu Wang and Xicheng Zhang. 

 

徐礼虎教授,2001年本科毕业于山东大学; 2004年研究生毕业于北京大学,导师为钱敏平教授; 2008年博士研究生毕业于帝国理工大学(Imperial College London, UK), 导师Zegarlinski 教授; 

09/2007-08/2008 Postdoc, Hausdorff Center for Mathematics, Bonn, Germany 

10/2008-08/2010 Postdoc, EURANDOM, Eindhoven, the Netherlands. 

09/2010-10/2010 Academic Visitor, Hausdorff Center for Mathematics, Bonn, 

Germany. 

10/2010-09/2011 Postdoc, TU Berlin, Berlin, Germany. 

09/2011-09/2013 Lecturer, Brunel University, London, UK. 

09/2013-12/2013 Research Faculty, Boston College, Boston, US. 

01/2014-present Professor, University of Macau, Macau. 

徐礼虎教授现在Ann. Statist.,Stoch. Proc. Appl.,Bernoulli,Electronic Journal of Probability,J. of Functional Analysis,J. Differential Equations等期刊上发表30余篇论文. 



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