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The limit distribution of inhomogeneous Markov processes and Kolmogorov's problem
发布时间:2020-11-05 00:00:00 访问次数: 字号:
报告地点:行健楼学术活动室526
邀请人:高洪俊教授
摘要:In this talk, we will talk about the limit distribution of inhomogeneous Markov processes generated by SDEs. Meantime, we will also discuss the recent progress in Kolmogorov's problem on the limit behavior of stationary distributions of diffusion processes as the diffusion tends to zero.