| 主题： |
Bismut Formula for SDEs Driven by Multiplicative L\'evy Noise |
| 类型： |
学术报告
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| 主办方： |
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| 报告人： |
王风雨教授（北京师范大学） |
| 日期： |
2013年4月22日15:00 |
| 地点： |
知新楼B-1248 |
| 内容： |
报告题目：Bismut Formula for SDEs Driven by Multiplicative L\'evy Noise
报 告 人：王风雨 教授 （北京师范大学）
报告时间：2013年4月22日(周一)下午15:00
报告地点：知新楼B-1248
摘要：The Bismut formula and Gradient estimates are derived for the semigroup associated to a class of stochastic differential equations driven by multiplicative L\'evy noise, where the noise is realized as a subordination of the Brownian motion. In particular, the estimates are sharp for $\aa$-stable type noises. To derive these estimates, a new derivative formula is established for the semigroup by using the Malliavin calculus and a finite-jump approximation argument.
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