Couplings and Wasserstein-type distances for SDEs with Lévy noises

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Instructors/Speakers

Prof. Jian WANG
Professor
College of Mathematics and Informatics
Fujian Normal University
China

Abstract

In this talk we review some recent works on couplings of SDEs with Levy noises. As applications, we consider the corresponding ergodic properties in term of the total variation and the $W_1$-distance.

Biography

Prof. Jian WANG received his PhD from Beijing Normal University, and is now a full professor at Fujian Normal University. His main research fields are stochastic process and stochastic analysis. Prof. Wang has published more than 80 papers in top journals such as Journal of European Mathematical Society, Memoir of American Mathematical Society, Communication in Mathematical Physics, Journal of Functional Analysis and so on.

 

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