学术报告(李向东 2025.10.28)

Malliavin calculus and kinetic Fokker-Planck equation

发布人:姚璐
主题
Malliavin calculus and kinetic Fokker-Planck equation
活动时间
-
活动地址
新数学楼406
主讲人
李向东 研究员(中国科学院数学与系统科学研究院)
主持人
巫静 教授

摘要:In 1974, P. Malliavin introduced the Stochastic Calculus of Variations and gave a probabilsitic proof of the H\"ormander hypoellipticity theorem. Since then, the Malliavin calculus has been a central topic in stochastic analysis. The purpose of this talk is to use the Malliavin calculus to study thegeometric Langevin processesin connection with the kinetic Fokker-Planck equation on the cotangent bundle over compact Riemannian manifolds. We present an integration by parts formula and the gradient formula for the kinetic Fokker-Planck semigroup on the cotangent bundle of a compact Riemannian manifokd. Our results extend previous ones due to Bismut and P. L. Lions et al.