It?-Ventsel formula for semimartingales with jumps: applications on decomposition of flows

主講人：Paulo R. Ruffino，Professor at Universidade Estadual de Campina

時(shí)間：2024年9月20日15:30

地點(diǎn)：三號(hào)樓332室

舉辦單位：數(shù)理學(xué)院

主講人介紹：Paulo R. Ruffino教授是動(dòng)力系統(tǒng)方面的專家，特別關(guān)注隨機(jī)分析、幾何和控制的交叉，曾于2018-2022年擔(dān)任巴西數(shù)學(xué)、統(tǒng)計(jì)和計(jì)算機(jī)科學(xué)研究所(IMECC-UNICAMP)的主任，在Ann. Probab.以及Trans. Amer. Math. Soc.等高水平雜志發(fā)表多篇學(xué)術(shù)論文。

內(nèi)容介紹：We propose a new interpretation and proof of the It?-Ventsel-Kunita formula for Marcus equations driven by semimartingales with jumps. We apply the formula for two kinds of geometrical decomposition of stochastic flows of semimartingales with jumps: a coordinate preserving decomposition (along complementary foliations) and a non-linear Iwasawa decomposition for flows in a Riemannian manifold.