报告人：朱超教授(美国Wisconsin-Milwaukee大学)

报告题目：Jump Type Stochastic Differential Equations with Non-Lipschitz Coefficients and Feller and Strong Feller Properties

报告摘要：This paper considers multidimensional jump type stochastic differential equations with super linear growth and non-Lipschitz coefficients. After establishing a sufficient condition for nonexplosion, this paper presents sufficient non-Lipschitz conditions for pathwise uniqueness. The non-confluence property for solutions   is investigated.  Feller and strong Feller properties under non-Lipschitz conditions are investigated via the coupling method. As applications, this paper also studies multidimensional stochastic differential equations driven by Levy processes and presents a Feynman-Kac formula for Levy type operators. This is a joint work with Fubao Xi (Beijing Institute of Technology) 

报告时间: 2017年7月20日(星期四)下午5:00-6:00

报告地点: 科技楼南楼702室