勷勤数学•专家报告

题      目：Ito-Wentzell-Lions formulae for flows of full and conditional measures on semimartingales

报  告  人： 张静 教授  (邀请人：杨舟)

                                          复旦大学

时      间： 3月22日  16：00-17:00

地     点：数科院西楼二楼会议室

报告人简介:

        张静，复旦大学数学科学学院教授、博士生导师，主要研究方向为随机偏微分方程，倒向随机微分方程，随机最优控制和金融数学等。论文发表在AP，AAP，SPA，JDE等期刊上。主持国家基金面上项目等多项基金。

摘      要：

       In this paper, we establish the Ito-Wentzell-Lions formulae for flows of both full and conditional measures on general semimartingales. This generalizes the existing works on flows of measures on Ito processes. The key technical components involve an appropriate approximation of random fields by cylindrical functions and localization techniques. Moreover, we present the specific formulae in two special cases, including Ito-Wentzell-Lions formulae for time-space-measure-dependent functions and for functions driven by Poisson random measures.

          欢迎老师、同学们参加、交流！