报告人：柳振鑫(大连理工大学)

报告题目：The locally homeomorphic property and the multiplicative ergodic

theorem for McKean-Vlasov SDEs

报告摘要：In this talk, we will explore two aspects that distinguish McKean-Vlasov SDEs significantly from classical SDEs. In the first part, we establish the locally diffeomorphic property of the solution to McKean-Vlasov SDEs defined in the Euclidean space. We observe that although the coefficients are global Lipschitz, the solution in general does not satisfy the globally homeomorphic property at any time except the initial time. In the second part, we introduce the concept of Lyapunov exponents for McKean-Vlasov SDEs. We observe that even when the coefficients are regular enough and the first-order derivatives are bounded, the limit in the definition of Lyapunov exponents may not exist. Furthermore, we establish the mean-field version of the multiplicative ergodic theorem. This talk is based on the collaboration with Xianjin Cheng and Lixin Zhang.

报告时间：2024年7月8日（星期一）10:30-12:00

报告地点：东三十二楼115会议室

邀请人：数学与统计学院

报告人简介：柳振鑫，大连理工大学数学科学学院院长、教授、博士生导师。主要从事随机动力系统的研究，在随机Conley指标理论、随机动力系统中的回复性和稳定性、Kolmogorov平稳分布极限问题等方面做出系统深入的研究工作。2010年获全国百篇优秀博士学位论文提名奖；2015、2019年获得国家级人才项目资助。