第七届全国概率年会会议手册20220823

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第七届全国概率年会会议手册20220823

第七届全国概率论年会目录 会议信息----------------------------------------------------------------1会议指南----------------------------------------------------------------3疫情防控----------------------------------------------------------------4会议日程----------------------------------------------------------------5邀请报告目录----------------------------------------------------------8分组报告目录-------------------------------------------------------- 10大会特邀报告及报告人简介-------------------------------------- 23大会 45 分钟邀请报告摘要 -------------... [收起]
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第七届全国概率年会会议手册20220823
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第2页

第七届全国概率论年会

目录

会议信息----------------------------------------------------------------1

会议指南----------------------------------------------------------------3

疫情防控----------------------------------------------------------------4

会议日程----------------------------------------------------------------5

邀请报告目录----------------------------------------------------------8

分组报告目录-------------------------------------------------------- 10

大会特邀报告及报告人简介-------------------------------------- 23

大会 45 分钟邀请报告摘要 --------------------------------------- 26

大会分组报告摘要-------------------------------------------------- 31

参会人员-------------------------------------------------------------- 95

交通信息-------------------------------------------------------------104

第3页

第七届全国概率论年会

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会议信息

“第七届全国概率论年会”旨在更好地促进概率统计及相关学科

的发展,加强国内概率统计学者之间的学术交流与联系。年会内容主

要包括概率论各研究方向最新成果及其在经济、金融、统计、生命科

学、工程等相关领域的应用。年会定于 2022 年 8 月 27 日至 31 日在

山东大学威海校区召开。

本次会议由中国数学会概率统计分会主办,山东大学数学与交叉

科学研究中心、山东大学数学与统计学院承办;会议受到国家自然科

学基金委和山东大学资助。

学术委员会(按姓氏拼音排序):

委员会主席 彭实戈

委员会成员 陈大岳

陈增敬

山东大学

北京大学

山东大学

董 昭 中国科学院数学与系统科学研究院

郭先平 中山大学

李 娟 山东大学

李增沪 北京师范大学

骆顺龙 中国科学院数学与系统科学研究院

张立新 浙江大学

张希承

张新生

北京理工大学

复旦大学

第4页

第七届全国概率论年会

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咨询委员会(按姓氏拼音排序):

委员会主席 马志明

委员会成员 陈木法

龚光鲁

中国科学院

江苏师范大学/北京师范大学

清华大学

侯振挺 中南大学

林正炎 浙江大学

彭实戈 山东大学

钱敏平 北京大学

严加安 中国科学院

杨向群 湖南师范大学

郑伟安 华东师范大学

会务组(按姓氏拼音排序):

成员:鲍翮臻、傅宗奕、郝蕾、何博文、蒋为民、李娟、李俊松、

李钦利、李衍伟、李占新、荣琦、王艺、邢传智、许博祥、

杨媛、张新茹

第5页

第七届全国概率论年会

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会议指南

 会议安排:

• 报到时间:2022年8月27日(周六)12:00-22:00

• 报到地点:威海金沙滩学府酒店(威海市环翠区北环海路130号)

• 住宿地点Ⅰ:威海金沙滩学府酒店

住宿地点Ⅱ:威海金沙国际沃德酒店(威海市环翠区环海路391号)

• 会议地点Ⅰ:威海金沙滩学府酒店(线下报告厅1-5)

会议地点Ⅱ:威海金海湾酒店(线下报告厅6、7)

(威海市环翠区北环海路128号)

• 用餐地点:威海金沙滩学府酒店

 会议联系人:

• 傅宗奕,13969101207,fuzongyi@sdu.edu.cn

第6页

第七届全国概率论年会

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疫情防控

疫情防控工作事关各位代表的健康,至关重要。请务必重视与配

合威海属地与住宿酒店的相关检查与安排。

威海市疫情防控措施如下:

1. 入威返威人员来威前下载“爱山东”app,进行入威返威自主申报。

2. 七日内有高风险区旅居史的人员入威返威后,采取 7 天集中隔离医

学观察。七日内有中风险区旅居史的人员入威返威后,采取 7 天居

家隔离医学观察;如不具备居家隔离医学观察条件,采取集中隔离

医学观察。

3. 非中高风险区入威返威人员需持 48 小时内核酸阴性证明,入威后

3 天内开展 2 次核酸检测(间隔 24 小时)。来自尚未公布中高风险

地区但七日内发生社会面疫情的地区的入威返威人员,参照中风险

区入威返威人员政策执行。

 特别提醒:

1. 请各位老师与同学在报到时出示健康码及行程码,均为绿码方可报

到;非绿码或有发热现象将不予报到通行,还望理解与见谅。

2. 进入公共场所及住宅小区时,需扫描“公共场所码”。对未按照规定

进行核酸检测的人员,“公共场所码”会显示黄色“限制通行”标识,

严格限制进入公共场所、乘坐公共交通工具。请各位老师和同学务

必按照要求,于第一、第三天进行核酸检测。距离酒店最近的核酸

采样点为高区医院核酸采样点(威海市高区沈阳路106-1号创业大

厦停车场,24小时,11:00-12:00,17:00-18:00为消杀时间,不检测)。

3. 为了您的健康,报到与开会时请各位老师与同学佩戴口罩。报到处

及会场也会备有口罩与消毒洗手液等防疫用品供大家使用。

4. 因会议地点临近海水浴场,请您务必注意自身安全。

5. 如有疑问,请随时联系会议联系人。

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第七届全国概率论年会

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会议日程

2022 年 8 月 28 日(周日)

➢ 开幕式和全体会议均安排在线上和线下,所有线上报告人请提前 5 分钟进入腾讯会议

线下 1-问海厅 2-捧月厅 3-读星厅 4-阅海厅 5-银河厅 6-金海湾1 厅 7-金海湾 2 厅

腾讯

会议

82657304454 70454218741 32171057560 39545729800 60096408606 63836496582 52869701977

密码:123456

➢ 所有大会邀请报告也可以通过直播观看

直播链接:https://meeting.tencent.com/l/v4Av43mvDunt 密码:123456

报告厅 学府酒店问海厅

8:30-9:00 会议开幕式

9:00-10:00 大会 1 小时特邀报告:马志明 主持人:陈增敬

10:00-10:30 合影+茶歇

10:30-11:15 大会 45 分钟邀请报告:朱蓉禅 主持人:张希承

11:15-12:00 大会 45 分钟邀请报告:宋永生 主持人:张希承

12:00-14:30 午餐(金沙滩学府酒店)

14:30-15:15 大会 45 分钟邀请报告:张 奇 主持人:董 昭

15:15-16:00 大会 45 分钟邀请报告:刘 伟 主持人:董 昭

16:00-16:15 茶歇

报告厅 问海厅 捧月厅 读星厅 阅海厅 银河厅 金海湾1 厅 金海湾2 厅

16:15-18:15

主持人

IS01

董昭

IS02

李增沪

IS03

李向东

IS04

郭先平

IS05

张希承

IS06

胡明尚

IS07

张新生

16:15-16:45 王凤雨 方榕娟 刘伟 张俊玉 朱湘禅 王法磊 韩东

16:45-17:15 张希承 洪文明 李宋子 张文钊 王冉 薛小乐 闫理坦

17:15-17:45 刘勇 任艳霞 刘国平 霍海峰 邓昌松 孙钏峰 张世斌

17:45-18:15 罗德军 张梅 王宇钊 郭昕 郝子墨 时晓敏 李晓丹

18:15-20:00 晚餐(金沙滩学府酒店)

第8页

第七届全国概率论年会

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2022 年 8 月 29 日(周一)

➢ 开幕式和全体会议均安排在线上和线下,所有线上报告人请提前 5 分钟进入腾讯会议

线下 1-问海厅 2-捧月厅 3-读星厅 4-阅海厅 5-银河厅 6-金海湾1 厅

腾讯

会议

82657304454 70454218741 32171057560 39545729800 60096408606 63836496582

密码:123456

➢ 所有大会邀请报告也可以通过直播观看

直播链接:https://meeting.tencent.com/l/v4Av43mvDunt 密码:123456

报告厅 学府酒店问海厅

9:00-10:00 大会 1 小时特邀报告:陈木法 主持人:巩馥洲

10:00-10:45 大会 45 分钟邀请报告:吴 昊 主持人:丁 剑

10:45-11:00 茶歇

11:00-11:45 大会 45 分钟邀请报告:李欣意 主持人:任艳霞

11:45-12:30 大会 45 分钟邀请报告:谭小路 主持人:任艳霞

12:30-14:00 午餐(金沙滩学府酒店)

报告厅 问海厅 捧月厅 读星厅 阅海厅 银河厅 金海湾1 厅

14:00-16:00

主持人

IS08

吴昊

IS09

骆顺龙

IS10

李欣意

IS11

贾晨

IS12

鲍志刚

IS13

林一青

14:00-14:30 常寅山 李楠 顾陈琳 魏凤英 刘党政 罗鹏

14:30-15:00 陈昕昕 张林 马瑞博 薛晓峰 王东 纪晓君

15:00-15:30 丁剑 傅双双 俞锦炯 倪旭敏 解俊山 殷礼鸣

15:30-16:00 吴炜 孙源 姜建平 贾晨 徐帅侠 叶文杰

16:00-16:15 茶歇

16:15-18:15

主持人

IS14

刘伟

IS15

刘伟

IS16

罗德军

IS17

柏立华

IS18

邵井海

IS19

宋健

16:15-16:45 李向东 江一鸣 高洪俊 池义春 席福宝 刘俊峰

16:45-17:15 苗雨 孙晓斌 魏金龙 王文元 李晓月 蒲飞

17:15-17:45 王振富 朱佳惠 张登 危佳钦 王玲娣 宋玉林

17:45-18:15 张朝恩 洪伟 尚世界 张志民 廖仲威 张让让

18:15-20:00 晚餐(金沙滩学府酒店)

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第七届全国概率论年会

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2022 年 8 月 30 日(周二)

➢ 开幕式和全体会议均安排在线上和线下,所有线上报告人请提前 5 分钟进入腾讯会议

线下 1-问海厅 2-捧月厅 3-读星厅 4-阅海厅 5-银河厅 6-金海湾1 厅

腾讯

会议

82657304454 70454218741 32171057560 39545729800 60096408606 63836496582

密码:123456

➢ 所有大会邀请报告也可以通过直播观看

直播链接:https://meeting.tencent.com/l/v4Av43mvDunt 密码:123456

报告厅 学府酒店问海厅

9:00-10:00 大会 1 小时特邀报告:彭实戈 主持人:李增沪

10:00-10:45 大会 45 分钟邀请报告:胡明尚 主持人:王过京

10:45-11:00 茶歇

11:00-11:45 大会 45 分钟邀请报告:翟建梁 主持人:张立新

11:45-12:30 大会 45 分钟邀请报告:徐礼虎 主持人:张立新

11:45-14:00 午餐(金沙滩学府酒店)

报告厅 问海厅 捧月厅 读星厅 阅海厅 银河厅 金海湾1 厅

14:00-16:00

主持人

IS20

宋永生

IS21

王健

IS22

胡治水

IS23

巫静

IS24

徐礼虎

IS25

徐玉红

14:00-14:30 李欣鹏 鲍建海 范协铨 孙文杰 陈娴 王过京

14:30-15:00 张会林 金鹏 张勇 余显烨 解龙杰 马敬堂

15:00-15:30 刘国民 陈昕 鲁大伟 张华 曾强 薄立军

15:30-16:00 杨淑振 李培森 冯群强 巫静 张原 徐玉红

16:00-16:15 茶歇

16:15-18:15

主持人

IS26

许左权

IS27

翟建梁

IS28

张奇

IS29

张荣茂

IS30

何辉

IS31

李娟

16:15-16:45 胡亦钧 熊捷 范胜君 王文胜 陈新兴 杜恺

16:45-17:15 崔雪璨 杨叙 孟庆欣 夏强 高志强 吕琦

17:15-17:45 王天啸 周国立 张静 陈坤 王龙敏 魏庆萌

17:45-18:15 许左权 彭旭辉 张伏 庞天晓 邱彦奇 吴晓驰

18:15-20:00 晚餐(金沙滩学府酒店)

第10页

第七届全国概率论年会

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邀请报告目录

一、大会 1 小时特邀报告(按姓氏拼音排序)

PT01:华氏经济优化理论的新发展 (摘要:23 页)

陈木法,江苏师范大学数学与统计学院/北京师范大学数学科学学院

时间:2022 年 8 月 29 日 9:00-10:00;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT02:概率论与信息编码 (摘要:24 页)

马志明,中国科学院数学与系统科学研究院

时间:2022 年 8 月 28 日 9:00-10:00;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT03:正向和倒向随机微分方程及相关领域 (摘要:25 页)

彭实戈,山东大学数学学院

时间:2022 年 8 月 30 日 9:00-10:00;地点:问海厅;

腾讯会议:82657304454;密码:123456

二、大会 45 分钟邀请报告(按姓氏拼音排序)

PT04:A global stochastic maximum principle for fully coupled forward-backward stochastic systems

(摘要:26 页)

胡明尚,山东大学数学学院

时间:2022 年 8 月 30 日 10:00-10:45;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT05:平面临界渗流模型里长臂事件的精确渐进概率 (摘要:26 页)

李欣意,北京大学北京国际数学研究中心

时间:2022 年 8 月 29 日 11:00-11:45;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT06:Variational Framework for SPDE (摘要:27 页)

刘伟,江苏师范大学数学与统计学院

时间:2022 年 8 月 28 日 15:15-16:00;地点:问海厅;

腾讯会议:82657304454;密码:123456

第11页

第七届全国概率论年会

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PT07:Central limit theorem and the law of large numbers under sublinear expectations(摘要:27 页)

宋永生,中国科学院数学与系统科学研究院

时间:2022 年 8 月 28 日 11:15-12:00;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT08:A mean-field version of Bank-El Karoui's representation theorem (摘要:27 页)

谭小路,香港中文大学数学系

时间:2022 年 8 月 29 日 11:45-12:30;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT09:Crossing probabilities in 2D critical lattice models (摘要:28 页)

吴昊,清华大学数学科学系

时间:2022 年 8 月 29 日 10:00-10:45;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT10:A framework of probability approximation (摘要:28 页)

徐礼虎,澳门大学科学学院

时间:2022 年 8 月 30 日 11:45-12:30;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT11:Irreducibility of SPDEs driven by pure jump noise (摘要:29 页)

翟建梁,中国科学技术大学数学科学学院

时间:2022 年 8 月 30 日 11:00-11:45;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT12:Mass-conserving stochastic Allen-Cahn equation with Neumann boundary: Solvability and

stationarity (摘要:29 页)

张奇,复旦大学数学科学学院

时间:2022 年 8 月 28 日 14:30-15:15;地点:问海厅;

腾讯会议:82657304454;密码:123456

PT13:Stochastic 3d Navier-Stokes via convex integration (摘要:30 页)

朱蓉禅,北京理工大学数学与统计学院

时间:2022 年 8 月 28 日 10:30-11:15;地点:问海厅;

腾讯会议:82657304454;密码:123456

第12页

第七届全国概率论年会

10

分组报告目录

IS01 随机微分方程,组织者:董昭 (中国科学院数学与系统科学研究院)

时间:2022 年 8 月 28 日 16:15-18:15;地点:问海厅;

腾讯会议:82657304454;密码:123456

➢ A general framework for solving singular SPDEs (摘要:33 页)

王凤雨,天津大学

➢ Second order McKean-Vlasov SDEs and kinetic Fokker-Planck-Kolmogorov equations

(摘要:33 页)

张希承,北京理工大学

➢ Large deviation principle for empirical measures of once-reinforced random walks on

finite graphs (摘要:32 页)

刘勇,北京大学

➢ Explicit convergence rates and CLT for 2D Euler equations driven by transport noise

(摘要:32 页)

罗德军,中国科学院数学与系统科学研究院

IS02 分枝马氏过程,组织者:李增沪 (北京师范大学)

时间:2022 年 8 月 28 日 16:15-18:15;地点:捧月厅;

腾讯会议:70454218741;密码:123456

➢ A scaling limit theorem for Galton-Watson processes in varying environments (摘要:34 页)

方榕娟,福建师范大学

➢ Martingale convergence: branching processes in random environment (摘要:34 页)

洪文明,北京师范大学

➢ Convergence rate for a class of supercritical superprocesses (摘要:35 页)

任艳霞,北京大学

➢ Lower deviations for supercritical branching processes with immigration (摘要:35 页)

张梅,北京师范大学

IS03 流形上的随机分析与最优传输问题及其应用,组织者:李向东 (中国科学院数学与系

统科学研究院)

时间:2022 年 8 月 28 日 16:15-18:15;地点:读星厅;

第13页

第七届全国概率论年会

11

腾讯会议:32171057560;密码:123456

➢ Uniform Poincare inequalities and logarithmic Sobolev inequalities for mean field particle systems

(摘要:37 页)

刘伟,武汉大学

➢ On the Kolmogorov-Sinai entropy of the periodic Lorentz gas in the Boltzmann-Grad limit

(摘要:36 页)

李宋子,中国人民大学

➢ On a new stochastic characterization of the incompressible Navier-Stokes equation

(摘要:36 页)

刘国平,华中科技大学

➢ ?-Entropy formulae and entropy powers for ?-Laplacian on ?

?

-Wasserstein space

over Riemannian manifolds (摘要:37 页)

王宇钊,山西大学

IS04 随机动态博弈的理论与计算,组织者:郭先平 (中山大学)

时间: 2022 年 8 月 28 日 16:15-18:15;地点:阅海厅;

腾讯会议:39545729800;密码:123456

➢ Zero-sum risk-sensitive stochastic games (摘要:39 页)

张俊玉,中山大学

➢ Continuous-time constrained stochastic games (摘要:39 页)

张文钊,福州大学

➢ The risk probability criterion for piecewise deterministic Markov decision processes

(摘要:38 页)

霍海峰,广西科技大学

➢ On gradual-impulse control of continuous-time Markov decision processes with exponential

utility (摘要:38 页)

郭昕,清华大学

IS05 奇异随机偏微分方程,组织者:张希承 (北京理工大学)

时间: 2022 年 8 月 28 日 16:15-18:15;地点:银河厅;

腾讯会议:60096408606;密码:123456

➢ A class of supercritical/critical singular stochastic PDEs: Existence, non-uniqueness,

第14页

第七届全国概率论年会

12

non-Gaussianity, non-unique ergodicity (摘要:41 页)

朱湘禅,中国科学院数学与系统科学研究院

➢ Sample path properties of a generalized fractional Brownian motion (摘要:40 页)

王冉,武汉大学

➢ Singular integrals of subordinators and applications to SPDEs (摘要:40 页)

邓昌松,武汉大学

➢ Singular kinetic equations (摘要:40 页)

郝子墨,武汉大学

IS06 非线性期望下的若干应用问题,组织者:胡明尚 (山东大学)

时间: 2022 年 8 月 28 日 16:15-18:15;地点:金海湾 1 厅;

腾讯会议:63836496582;密码:123456

➢ Quadratic ?-BSDEs with convex generators and unbounded terminal conditions (摘要:43 页)

王法磊,山东大学

➢ A global stochastic maximum principle for fully coupled forward-backward stochastic systems

(摘要:43 页)

薛小乐,山东大学

➢ The least squares estimator of random variables under convex operators on ??

∞(?) space

(摘要:42 页)

孙钏峰,济南大学

➢ Constrained stochastic LQ control with switching and application to portfolio selection

(摘要:42 页)

时晓敏,山东财经大学

IS07 随机过程及其应用,组织者:张新生 (复旦大学)

时间: 2022 年 8 月 28 日 16:15-18:15;地点:金海湾 2 厅;

腾讯会议:52869701977;密码:123456

➢ Truncated sample mean with extremely heavy-tailed distributions (摘要:44 页)

韩东,上海交通大学

➢ Asymptotic behavior of some self-interacting diffusions driven by fBm (摘要:45 页)

闫理坦,东华大学

➢ 不规则间距数据的频率域统计分析 (摘要:46 页)

第15页

第七届全国概率论年会

13

张世斌,上海师范大学

➢ Inverting Ray-Knight identities on trees (摘要:44 页)

李晓丹,上海财经大学

IS08 统计物理模型,组织者:吴昊 (清华大学)

时间:2022 年 8 月 29 日 14:00-16:00;地点:问海厅;

腾讯会议:82657304454;密码:123456

➢ Hyperedge percolation (摘要:47 页)

常寅山,四川大学

➢ Critical branching random walk conditioned on hitting the origin from some far away

ancestor in ℤ

?

(摘要:47 页)

陈昕昕,北京师范大学

➢ Random metric of Liouville quantum gravity (摘要:48 页)

丁剑,北京大学

➢ A central limit theorem for square ice (摘要:48 页)

吴炜,上海纽约大学

IS09 量子概率与信息,组织者:骆顺龙 (中国科学院数学与系统科学研究院)

时间:2022 年 8 月 29 日 14:00-16:00;地点:捧月厅;

腾讯会议:70454218741;密码:123456

➢ From asymmetry to correlations (摘要:49 页)

李楠,中国科学院数学与系统科学研究院

➢ Probability density functions of uncertainties of observables (摘要:50 页)

张林,杭州电子科技大学

➢ Gaussian states as minimum uncertainty states (摘要:49 页)

傅双双,北京科技大学

➢ The uncertainty of quantum channels in terms of variance (摘要:50 页)

孙源,南京师范大学

IS10 离散概率模型及其尺度极限,组织者:李欣意 (北京大学)

时间:2022 年 8 月 29 日 14:00-16:00;地点:读星厅;

腾讯会议:32171057560;密码:123456

➢ Heat kernel on the infinite percolation cluster (摘要:51 页)

第16页

第七届全国概率论年会

14

顾陈琳,上海纽约大学

➢ A heterogeneous spatial model in which savanna and forest coexist in a stable equilibrium

(摘要:52 页)

马瑞博,北京交通大学

➢ Directed polymers in random environments (摘要:52 页)

俞锦炯,华东师范大学

➢ Movement of Lee-Yang zeros (摘要:51 页)

姜建平,清华大学

IS11 生命科学中的随机数学理论,组织者:贾晨 (北京计算科学研究中心)

时间:2022 年 8 月 29 日 14:00-16:00;地点:阅海厅;

腾讯会议:39545729800;密码:123456

➢ Monte Carlo simulations of stochastic L-V competition models (摘要:54 页)

魏凤英,福州大学

➢ Hydrodynamics of an epidemic model in linear systems (摘要:54 页)

薛晓峰,北京交通大学

➢ Coalescent process and its applications in population history inference (摘要:53 页)

倪旭敏,北京交通大学

➢ 单细胞随机基因表达动力学的数学理论 (摘要:53 页)

贾晨,北京计算科学研究中心

IS12 随机矩阵,组织者:鲍志刚 (香港科技大学)

时间:2022 年 8 月 29 日 14:00-16:00;地点:银河厅;

腾讯会议:60096408606;密码:123456

➢ Phase transition of eigenvalues in non-Hermitian random matrix theory

(摘要:55 页)

刘党政,中国科学技术大学

➢ 双正交(biorthogonal)多项式渐近分析的 Riemann-Hilbert 方法 (摘要:55 页)

王东,中国科学院大学

➢ Limiting distribution for extreme eigenvalues of large Fisher matrices with divergent

numbers of spikes (摘要:56 页)

解俊山,河南大学

第17页

第七届全国概率论年会

15

➢ Gap probability near the cusp singularity in random matrix ensembles (摘要:56 页)

徐帅侠,中山大学

IS13 随机(偏)微分方程及应用,组织者:林一青 (上海交通大学)

时间:2022 年 8 月 29 日 14:00-16:00;地点:金海湾 1 厅;

腾讯会议:63836496582;密码:123456

➢ A type of globally solvable BSDEs with triangularly quadratic generators (摘要:57 页)

罗鹏,上海交通大学

➢ Spatial and temporal white noises under sublinear G-expectation (摘要:57 页)

纪晓君,山东大学

➢ ?-moment estimate for the singular ?-Laplace equation and applications (摘要:58 页)

殷礼鸣,上海交通大学

➢ A study of backward stochastic differential equation on a Riemannian manifold (摘要:58 页)

叶文杰,中国科学院数学与系统科学研究院

IS14 随机分析及其应用,组织者:刘伟 (武汉大学)

时间:2022 年 8 月 29 日 16:15-18:15;地点:问海厅;

腾讯会议:82657304454;密码:123456

➢ On the entropy power inequality and related topics (摘要:59 页)

李向东,中国科学院数学与系统科学研究院

➢ Some new results on probabilities of moderate deviations for i.i.d. random variables

(摘要:59 页)

苗雨,河南师范大学

➢ Sinkhorn barycenter via functional gradient descent (摘要:60 页)

王振富,北京大学

➢ The kinetic Fokker-Planck equation with mean field interaction (摘要:60 页)

张朝恩,哈尔滨工业大学

IS15 随机分析,组织者:刘伟 (江苏师范大学)

时间:2022 年 8 月 29 日 16:15-18:15;地点:捧月厅;

腾讯会议:70454218741;密码:123456

➢ SPDEs with gradient driven by space-time fractional noises (摘要:61 页)

江一鸣,南开大学

第18页

第七届全国概率论年会

16

➢ Averaging principle for multi-scale SDEs driven by Lévy processes (摘要:62 页)

孙晓斌,江苏师范大学

➢ Stochastic nonlinear Schrödinger equation driven by pure jump noise (摘要:62 页)

朱佳惠,浙江工业大学

➢ McKean-Vlasov SDEs and SPDEs with locally monotone coefficients (摘要:61 页)

洪伟,天津大学

IS16 随机偏微分方程,组织者:罗德军 (中国科学院数学与系统科学研究院)

时间:2022 年 8 月 29 日 16:15-18:15;地点:读星厅;

腾讯会议:32171057560;密码:123456

➢ Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa-Holm system

(摘要:63 页)

高洪俊,东南大学

➢ Stochastic transport equation with bounded and Dini continuous drift (摘要:64 页)

魏金龙,中南财经政法大学

➢ Multi-bubble blow-up solutions and multi-solitons to (stochastic) nonlinear Schrödinger equations

(摘要:64 页)

张登,上海交通大学

➢ Well-posedness of stochastic partial differential equations with fully local monotone coefficients

(摘要:63 页)

尚世界,中国科学技术大学

IS17 保险数学,组织者:柏立华 (南开大学)

时间:2022 年 8 月 29 日 16:15-18:15;地点:阅海厅;

腾讯会议:39545729800;密码:123456

➢ S-shaped narrow framing, skewness and the demand for insurance (摘要:65 页)

池义春,中央财经大学

➢ De Finetti's optimal dividend under Chapter 11 bankruptcy (摘要:65 页)

王文元,厦门大学

➢ Mean-variance portfolio selection with stochastic dominance constraints

(摘要:66 页)

危佳钦,华东师范大学

第19页

第七届全国概率论年会

17

➢ Valuation of variable annuities with guaranteed minimum maturity benefits

and periodic fees (摘要:66页)

张志民,重庆大学

IS18 随机环境下的马氏过程,组织者:邵井海 (天津大学)

时间:2022 年 8 月 29 日 16:15-18:15;地点:银河厅;

腾讯会议:60096408606;密码:123456

➢ Regime-switching diffusion processes with infinite delay (摘要:68 页)

席福宝,北京理工大学

➢ Delay feedback control for switching diffusion systems (摘要:67 页)

李晓月,东北师范大学

➢ Estimates for general decay rates for a class of Markov switching diffusion processes

(摘要:68 页)

王玲娣,河南大学

➢ Long time behavior of Lévy-driven Ornstein-Uhlenbeck process with regime-switching

(摘要:67 页)

廖仲威,北京师范大学

IS19 随机偏微分方程,组织者:宋健 (山东大学)

时间:2022 年 8 月 29 日 16:15-18:15;地点:金海湾 1 厅;

腾讯会议:63836496582;密码:123456

➢ Nonlinear fractional stochastic heat equation with Gaussian noise rough in space (摘要:69 页)

刘俊峰,南京审计大学

➢ CLT for SPDEs (摘要:69 页)

蒲飞,北京师范大学

➢ Bismut formula for intrinsic/Lions derivatives of distribution dependent SDEs with

singular coefficients (摘要:70 页)

宋玉林,南京大学

➢ Dean-Kawasaki equation with singular non-local interactions (摘要:70 页)

张让让,北京理工大学

IS20 非线性期望,组织者:宋永生 (中国科学院数学与系统科学研究院)

时间:2022 年 8 月 30 日 14:00-16:00;地点:问海厅;

第20页

第七届全国概率论年会

18

腾讯会议:82657304454;密码:123456

➢ Limit theorems for pseudo-independent random variables on sublinear expecation space

(摘要:71 页)

李欣鹏,山东大学

➢ Parabolic path-dependent master equation and ?-expectation (摘要:72 页)

张会林,山东大学

➢ Stopping times and related topics under nonlinear expectation (摘要:71 页)

刘国民,南开大学

➢ Linear regression under model uncertainty (摘要:72 页)

杨淑振,山东大学

IS21 L?́vy 跳过程的应用,组织者:王健 (福建师范大学)

时间:2022 年 8 月 30 日 14:00-16:00;地点:捧月厅;

腾讯会议:70454218741;密码:123456

➢ Existence of invariant measures for functional McKean-Vlasov SDEs (摘要:73 页)

鲍建海,天津大学

➢ Regularity of transition densities for affine jump-diffusion processes (摘要:74 页)

金鹏,北京师范大学-香港浸会大学联合国际学院

➢ Quantification of stochastic homogenization for stable-like random walk (摘要:73 页)

陈昕,上海交通大学

➢ Continuous-state branching processes with immigration and competition (摘要:74 页)

李培森,北京理工大学

IS22 极限理论,组织者:胡治水 (中国科学技术大学)

时间:2022 年 8 月 30 日 14:00-16:00;地点:读星厅;

腾讯会议:32171057560;密码:123456

➢ Self-normalized Cramér type moderate deviations for martingales with applications

(摘要:75 页)

范协铨,天津大学

➢ Limit theorems for linear processes under sub-linear expectation (摘要:76 页)

张勇,吉林大学

➢ The first exit time of fractional Brownian motion (摘要:76 页)

第21页

第七届全国概率论年会

19

鲁大伟,大连理工大学

➢ An enhanced strong invariance principle for the elephant random walk (摘要:75 页)

冯群强,中国科学技术大学

IS23 随机微分方程,组织者:巫静 (中山大学)

时间:2022 年 8 月 30 日 14:00-16:00;地点:阅海厅;

腾讯会议:39545729800;密码:123456

➢ One-dimensional diffusion and stochastic differential equation (摘要:77 页)

孙文杰,同济大学

➢ Asymptotic behavior of the second derivative of self-intersection local time of Brownian motion

(摘要:77 页)

余显烨,浙江工商大学

➢ Regularity of the density for the stochastic heat equations with jumps (摘要:78 页)

张华,江西财经大学

➢ On stochastic functional variational inequalities (摘要:78 页)

巫静,中山大学

IS24 极限理论及其应用,组织者:徐礼虎 (澳门大学)

时间:2022 年 8 月 30 日 14:00-16:00;地点:银河厅;

腾讯会议:60096408606;密码:123456

➢ Nonzero-sum risk-sensitive average stochastic games (摘要:79 页)

陈娴,厦门大学

➢ Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation

(摘要:79 页)

解龙杰,江苏师范大学

➢ Complexity of high dimensional Gaussian random fields with isotropic increments

(摘要:80 页)

曾强,澳门大学

➢ On geometries of finitary random interlacements (摘要:80 页)

张原,北京大学

IS25 风险管理与优化,组织者:徐玉红 (苏州大学)

时间:2022 年 8 月 30 日 14:00-16:00;地点:金海湾 1 厅;

第22页

第七届全国概率论年会

20

腾讯会议:63836496582;密码:123456

➢ Pricing fair premium for MBS in a CDO under a reduced form credit risk model with

regime switching (摘要:82 页)

王过京,苏州大学

➢ Computations of the stochastic control problems from finance and insurance (摘要:81 页)

马敬堂,西南财经大学

➢ Centralized systemic risk control in the interbank system: relaxed control and

Gamma-convergence (摘要:81 页)

薄立军,西安电子科技大学

➢ G-VaR and its application to risk management (摘要:82 页)

徐玉红,苏州大学

IS26 金融数学与保险,组织者:许左权 (香港理工大学)

时间:2022 年 8 月 30 日 16:15-18:15;地点:问海厅;

腾讯会议:82657304454;密码:123456

➢ Multivariate copula-dependent distortion risk measures (摘要:83 页)

胡亦钧,武汉大学

➢ The (un)importance of small jumps in Lévy model option pricing (摘要:83 页)

崔雪璨,西南财经大学

➢ A survey on backward stochastic Volterra integral equations (摘要:84 页)

王天啸,四川大学

➢ Dynamic optimal reinsurance and dividend-payout in finite time horizon(摘要:84 页)

许左权,香港理工大学

IS27 跳过程及大偏差,组织者:翟建梁 (中国科学技术大学)

时间:2022 年 8 月 30 日 16:15-18:15;地点:捧月厅;

腾讯会议:70454218741;密码:123456

➢ Large deviations for DMZ equation driven by Lévy noise (摘要:85 页)

熊捷,南方科技大学

➢ Existence and pathwise uniqueness to an SPDE driven by ?-stable colored noise (摘要:86 页)

杨叙,北方民族大学

➢ Regularity of 3D stochastic Burgers equation (摘要:86 页)

第23页

第七届全国概率论年会

21

周国立,重庆大学

➢ Hörmander’s hypoelliptic theorem for nonlocal operators (摘要:85 页)

彭旭辉,湖南师范大学

IS28 随机系统的分析与控制,组织者:张奇 (复旦大学)

时间:2022 年 8 月 30 日 16:15-18:15;地点:读星厅;

腾讯会议:32171057560;密码:123456

➢ Well-posedness of scalar BSDEs with sub-quadratic generators and related PDEs(摘要:87 页)

范胜君,中国矿业大学

➢ Optimal controls of stochastic differential equations with jumps and random coefficients:

Stochastic Hamilton-Jacobi-Bellman with jumps (摘要:87 页)

孟庆欣,湖州师范学院

➢ Quasilinear stochastic PDEs with two obstacles: probabilistic approach (摘要:88 页)

张静,复旦大学

➢ A ?-learning algorithm for discrete-time linear-quadratic control with random parameters of

unknown distribution (摘要:88 页)

张伏,上海理工大学

IS29 时间序列渐近推断理论及其应用,组织者:张荣茂 (浙江大学)

时间:2022 年 8 月 30 日 16:15-18:15;地点:阅海厅;

腾讯会议:39545729800;密码:123456

➢ Gaussian random fields with stationary increments and their asymptotic properties (摘要:90 页)

王文胜,杭州电子科技大学

➢ Testing alphas in high-dimensional factor pricing models (摘要:90 页)

夏强,华南农业大学

➢ Consistent order selection for ARFIMA processes (摘要:89 页)

陈坤,西南财经大学

➢ Efficient importance sampling for copula models (摘要:89 页)

庞天晓,浙江大学

IS30 分枝随机游动,组织者:何辉 (北京师范大学)

时间:2022 年 8 月 30 日 16:15-18:15;地点:银河厅;

腾讯会议:60096408606;密码:123456

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第七届全国概率论年会

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➢ The Derrida–Retaux conjecture on recursive models (摘要:91 页)

陈新兴,上海交通大学

➢ Asymptotic expansions in central limit theorems for a branching random walk(摘要:91 页)

高志强,北京师范大学

➢ Branching random walks on hyperbolic spaces (摘要:92 页)

王龙敏,南开大学

➢ Boundedness of Gaussian processes on trees (摘要:92 页)

邱彦奇,武汉大学

IS31 随机控制,组织者:李娟 (山东大学)

时间:2022 年 8 月 30 日 16:15-18:15;地点:金海湾 1 厅;

腾讯会议:63836496582;密码:123456

➢ Empirical approximation to invariant measures for mean-field SDE (摘要:93 页)

杜恺,复旦大学

➢ Relationships between the maximum principle and dynamic programming for infinite

dimensional stochastic control systems (摘要:93 页)

吕琦,四川大学

➢ Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations

(摘要:94 页)

魏庆萌,东北师范大学

➢ Optimal dividends with capital injections in the Cramér-Lundberg model (摘要:94 页)

吴晓驰,汕头大学

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大会特邀报告及报告人简介 (按姓氏拼音排序)

PT01:华氏经济优化理论的新发展

陈木法

江苏师范大学/北京师范大学

摘要:我们介绍华罗庚经济最优化理论研究的最新发展。主要

分三个方面:

a) 华罗庚经济优化模型及一基本变换;

b) 产品(产业)等级(排序)与稳定性分析;

c) 经济结构的优化。

也许可从这一简短介绍中得到一点学数学、做数学的启迪。

报告人简介: 陈木法,中国科学院院士,江苏师

范大学/北京师范大学教授。1983 年 11 月获北京

师范大学理学博士学位,是我国自己培养的第一批

博士之一。分别于 2003 年和 2009 年当选为中国

科学院和第三世界(也称为发展中国家)科学院院

士。2012 年当选美国数学会会士(Fellow)。陈木法

院士主要从事概率论与相关领域的研究工作,主要

研究成果包括:将概率方法引入第一特征值估计研究并找到了下界估

计的统一的变分公式,使得三个方面的主特征值估计得到全面改观;

找到了包括 Hardy 型不等式在内的诸不等式的显式判别准则和关系

图,拓宽了随机稳定性理论,发展了谱理论;得到了一维情形各种随

机稳定性速度的统一估计;最早研究马氏耦合并得出一条基本定理,

更新了耦合理论并开拓了一系列新应用;最先从非平衡统计物理中引

进无穷维反应扩散过程,解决了过程的构造、平稳态的存在性和唯一

性等根本课题,此方向今已成为国际上粒子系统研究的重要分支;完

成了一般或可逆跳过程的唯一性准则并找到唯一性的强有力的充分

条件,得到非常广泛的应用;彻底解决“转移概率函数的可微性”等

难题,建立了马氏跳过程的系统理论。

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PT02:概率论与信息编码

马志明

中国科学院数学与系统科学研究院

摘要:在信息和编码理论中要用到大量的概率。报告人将以香农

容量、信源编码定理、信道编码定理,5G极化码理论等为例,讲述信

息编码理论与概率论的密切联系。同时简要介绍我们在这个方向的

一些研究进展。

报告人简介:马志明,中国科学院院士、

第三世界科学院院士,中国科学院数学

与系统科学研究院研究员。马志明院士

曾在 1994 年国际数学家大会上做邀请

报告。曾获包括 Max-Planck 研究奖、

中国科学院自然科学一等奖、国家自然科学二等奖、陈省身数学奖、

华罗庚数学奖等在内的若干奖项。1995 年当选为中国科学院院士,

1998 年当选为第三世界科学院院士,2007 年当选为数理统计学会会

士(Fellow)。

马志明院士在概率论与随机分析领域有重要贡献。研究狄氏型与

马氏过程的对应关系取得了突破性进展,与人合作建立了拟正则狄氏

型与右连续马氏过程一一对应的新框架。他与 Röckner 合写的英文专

著已成为该领域基本文献。在 Malliavin 算法方面,他与合作者证明

了 Wiener 空间的容度与所选取的可测范数无关。他还在奇异位势理

论、费曼积分、薛定谔方程的概率解、随机线性泛函的积分表现、无

处 Radon 光滑测度等方面获得多项研究成果。近年来关注概率论与生

命、信息等其它领域的交叉。

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PT03:正向和倒向随机微分方程及相关领域

彭实戈

山东大学

摘要:本报告在稳健的非线性期望的视角下审视分析和处理和

计算风险和不确定性,并提出稳健算法及其理论支撑。

报告人简介:彭实戈,中国科学院院士,

山东大学教授。1995 年获国家自然科学

二等奖和全国优秀教师奖;2003 年获山

东省科学技术最高奖;2006 年获首届苏

步青应用数学奖;2007 年获何梁何利基

金科学与技术进步奖(数学力学奖);

2008 年获陈嘉庚科学奖;2011 年获华罗庚数学奖;2016 年获求是杰

出科学家奖。2020 年获得未来科学大奖数学与计算机科学奖。

彭实戈院士的研究方向主要是随机分析、金融数学、随机控制等,

并取得了一系列重要的研究成果,包括:1) 1990 年与 Pardoux 教授合

作创立了倒向随机微分方程(BSDE)理论;2) 建立了非线性 FeynmanKac 公式;3) 获得最优随机控制的一般最大值原理,被认为是“最近

二十年来两个主要进展”之一;4) 建立非线性期望理论,其中包括基

本的非线性随机分析理论,如关于非线性期望统计理论基础的大数定

律和中心极限定理,G-布朗运动和 G-随机微分方程,G-BSDE 和 G鞅等。彭实戈院士于 2010 年应邀在国际数学家大会做一小时报告,

2015 年在第 8 届国际工业与应用数学大会做一小时报告,研究成果

获国内外同行的广泛引用和一系列公开发表的高度评价,推动了随机

控制理论、金融数学理论、随机分析理论等相关学科的发展。

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大会 45 分钟邀请报告摘要 (按姓氏拼音排序)

PT04:A global stochastic maximum principle for fully coupled

forward-backward stochastic systems

Mingshang Hu, 胡明尚

Shandong University humingshang@sdu.edu.cn

We study a stochastic optimal control problem for fully coupled forward-backward

stochastic control systems with a nonempty control domain. For our problem, the firstorder and second-order variational equations are fully coupled linear forward-backward

stochastic differential equations. Inspired by Hu [Probab. Uncertain. Quant. Risk, 2

(2017), pp. 1--20], we develop a new decoupling approach by introducing an adjoint

equation which is a quadratic backward stochastic differential equation. By revealing

the relations among the terms of the first-order Taylor expansions, we estimate the

orders of them and derive a global stochastic maximum principle which includes a

completely new term. Applications to stochastic linear quadratic control problems are

investigated. This is a joint work with Shaolin Ji and Xiaole Xue.

PT05:平面临界渗流模型里长臂事件的精确渐进概率

Xinyi Li, 李欣意

Peking University xinyili@bicmr.pku.edu.cn

在本报告中,我们将研究平面三角网格上的临界点渗流模型,并给出其半平

面长臂事件(arm-event)与全平面多色长臂事件(polychromatic arm-event)的精确

渐进概率。这些结果大大改进了现有估计,并基本回答了 Schramm 在 2006 年

ICM 文集中提出的一个问题。本报告基于与杜航(北京大学)、高一帆(香港城市

大学)、庄子杰(宾夕法尼亚大学)的合作工作:arXiv:2205.15901。

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PT06:Variational Framework for SPDE

Wei Liu, 刘伟

Jiangsu Normal University weiliu@jsnu.edu.cn

In this talk we first recall the classical variational framework for SPDE,then we

briefly review some well-posedness and asymptotics results for SPDE models in this

framework. Afterwards, we will present some recent progress concerning timefractional SPDE and slow-fast/Mckean-Vlasov SPDE.

PT07:Central limit theorem and the law of large numbers

under sublinear expectations

Yongsheng Song, 宋永生

AMSS, Chinese Academy of Sciences yssong@amss.ac.cn

We first introduce Stein's method under sublinear expectations, by which we give

convergence rates for the central limit theorem and the (weak) law of large numbers

under sublinear expectations (???∗&???∗

). Then we give a version of strong ???∗

as the sublinear expectation ?̂ defined on a Polish space is regular.

PT08:A mean-field version of Bank-El Karoui's representation theorem

Xiaolu Tan, 谭小路

The Chinese University of Hong Kong xiaolu.tan@cuhk.edu.hk

We introduce a mean-field extension of the classical Bank-El Karoui's

representation theorem of stochastic processes. As application, it provides a unified

approach to study different mean-field game (MFG) problems, such as the MFG of

timing, MFG of singular control, etc. We also investigate two different approaches to

establish the extended representation theorem under different technical conditions.

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PT09:Crossing probabilities in 2D critical lattice models

Hao Wu, 吴昊

Tsinghua University haowu@mail.tsinghua.edu.cn

The planar Ising model is one of the most studied lattice models in statistical

physics. It was introduced in the 1920s by W. Lenz as a model for magnetic materials.

R. Peierls showed in 1936, in two (and higher) dimensions, an order-disorder phase

transition in fact occurs at a certain critical temperature. Ever since, there has been

active research to understand the 2D Ising model at criticality, where it enjoys

conformal invariance in the scaling limit. In this talk, we give crossing probabilities of

multiple interfaces in the critical planar Ising model with alternating boundary

conditions. Besides, we also explain that a similar formula on the crossing probabilities

also holds for other critical lattice models: percolation, level lines of Gaussian free field,

uniform-spanning tree.

PT10:A framework of probability approximation

Lihu Xu, 徐礼虎

University of Macau lihuxu@um.edu.mo

We view the classical Lindeberg principle in a Markov process setting to establish

a probability approximation framework by the associated Itô’s formula and Markov

operator. As applications, we study the error bounds of the following approximations:

approximating a family of online stochastic gradient descents (SGDs) by a stochastic

differential equation (SDE) driven by multiplicative Brownian motion, approximation

of ergodic measure of SDEs driven by stable processes, approximation of ergodic

measure of singular SDEs driven by Brownian motion, approximaiton of stochastic

McKean-Vlasov equation by interacting particle systems. The tools used in these

applications include Duhamel principle, Malliavin calculus, Zvonkin transform, timechange techniques, etc.

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PT11:Irreducibility of SPDEs driven by pure jump noise

Jianliang Zhai, 翟建梁

University of Science and Technology of China zhaijl@ustc.edu.cn

The irreducibility is fundamental for the study of ergodicity of stochastic

dynamical systems. In the literature, there are very few results on the irreducibility of

stochastic partial differential equations (SPDEs) and stochastic differential equations

(SDEs) driven by pure jump noise. The existing methods on this topic are basically

along the same lines as that for the Gaussian case. They heavily rely on the fact that the

driving noises are additive type and more or less in the class of stable processes. The

use of such methods to deal with the case of other types of additive pure jump noises

appears to be unclear, let alone the case of multiplicative noises.

Recently, we develop a new, effective method to obtain the irreducibility of SPDEs

and SDEs driven by multiplicative pure jump noise. The conditions placed on the

coefficients and the driving noise are very mild, and in some sense they are necessary

and sufficient. This leads to not only significantly improving all of the results in the

literature, but also to new irreducibility results of a much larger class of equations

driven by pure jump noise with much weaker requirements than those treatable by the

known methods. As a result, we are able to apply the main results to SPDEs with locally

monotone coefficients, SPDEs/SDEs with singular coefficients, nonlinear Schrödinger

equations, Euler equations etc. We emphasize that under our setting the driving noises

could be compound Poisson processes, even allowed to be infinite dimensional.

PT12:Mass-conserving stochastic Allen-Cahn equation with Neumann

boundary: Solvability and stationarity

Qi Zhang, 张奇

Fudan University qzh@fudan.edu.cn

In this talk, I will introduce our study about the mass-conserving stochastic AllenCahn equation with Neumann boundary. It is a non-Lipschitz weakly dissipative SPDE

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第七届全国概率论年会

30

whose solution satisfies a mass-conservative condition. We prove the existence of

solution, and then construct a stationary solution by the nonlinear Feynman-Kac

formula. The stationary solution gives the equilibrium of the stochastic systems in terms

of SPDEs which represents the large time limit and infinite horizon mass-conserving

dynamics in the pathwise sense.

PT13:Stochastic ?d Navier-Stokes via convex integration

Rongchan Zhu, 朱蓉禅

Beijing Institute of Technology zhurongchan@126.com

In this talk we are concerned with the stochastic 3 d Navier-Stokes equations

driven by trace-class noise and space-time white noise. For the trace-class noise case,

we develop a stochastic counterpart of the convex integration method and prove nonuniqueness in law of solutions and non-uniqueness of the associated Markov processes.

Furthermore, for every divergence free initial condition in ?

2 we establish existence

of infinitely many global-in-time probabilistically strong and analytically weak

solutions, solving one of the open problems in the field. For the space-time white noise

case, we combine paracontrolled calculus and convex integration to establish globalin-time existence and non-uniqueness of probabilistically strong solutions. This talk is

based on joint work with Martina Hofmanov?́ and Xiangchan Zhu.

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第七届全国概率论年会

31

大会分组报告摘要

Invited Session 01:随机微分方程 组织者:董昭

Invited Session 02:分枝马氏过程 组织者:李增沪

Invited Session 03:流形上的随机分析与最优传输问题及其应用 组织者:李向东

Invited Session 04:随机动态博弈的理论与计算 组织者:郭先平

Invited Session 05:奇异随机偏微分方程 组织者:张希承

Invited Session 06:非线性期望下的若干应用问题 组织者:胡明尚

Invited Session 07:随机过程及其应用 组织者:张新生

Invited Session 08:统计物理模型 组织者:吴昊

Invited Session 09:量子概率与信息 组织者:骆顺龙

Invited Session 10:离散概率模型及其尺度极限 组织者:李欣意

Invited Session 11:生命科学中的随机数学理论 组织者:贾晨

Invited Session 12:随机矩阵 组织者:鲍志刚

Invited Session 13:随机(偏)微分方程及应用 组织者:林一青

Invited Session 14:随机分析及其应用 组织者:刘伟(武大)

Invited Session 15:随机分析 组织者:刘伟(江苏师大)

Invited Session 16:随机偏微分方程 组织者:罗德军

Invited Session 17:保险数学 组织者:柏立华

Invited Session 18:随机环境下的马氏过程 组织者:邵井海

Invited Session 19:随机偏微分方程 组织者:宋健

Invited Session 20:非线性期望 组织者:宋永生

Invited Session 21:Lévy 跳过程的应用 组织者:王健

Invited Session 22:极限理论 组织者:胡治水

Invited Session 23:随机微分方程 组织者:巫静

Invited Session 24:极限理论及其应用 组织者:徐礼虎

Invited Session 25:风险管理与优化 组织者:徐玉红

Invited Session 26:金融数学与保险 组织者:许左权

Invited Session 27:跳过程及大偏差 组织者:翟建梁

Invited Session 28:随机系统的分析与控制 组织者:张奇

Invited Session 29:时间序列渐近推断理论及其应用 组织者:张荣茂

Invited Session 30:分枝随机游动 组织者:何辉

Invited Session 31:随机控制 组织者:李娟

第34页

Invited Session 01:随机微分方程

32

组织者:董昭, 中国科学院数学与系统科学研究院

Large deviation principle for empirical measures of

once-reinforced random walks on finite graphs

Yong Liu, 刘勇

Peking University liuyong@math.pku.edu.cn

Abstract

The once-reinforced random walk (ORRW) is a kind of non-Markov process with the

transition probability only depending on the current weights of all edges. The weights are set

to be 1 initially. At the first time an edge is traversed, its weight is changed to a positive

parameter ? at once, and it will remain in ?. We introduce a log-transforms of exponential

moments of restricted empirical measure functionals, and prove a variational formula for the

limit of the functionals through a variational representation given by a novel dynamic

programming equation associated with these functionals. As a corollary, we deduce the large

deviation principle for the empirical measure of the ORRW. Its rate function is decreasing in

?, and is not differentiable at ? = 1. Moreover, we characterize the critical exponent for the

exponential integrability of a class of stopping times including the cover time and the hitting

time. For the critical exponent, we show that it is continuous and strictly decreasing in ?,

and describe a relationship between its limit (as ? → 0) and the structure of the graph. This

is a joint work with Dr. Xiangyu Huang and Professor Kainan Xiang.

Explicit convergence rates and CLT for 2D Euler equations

driven by transport noise

Dejun Luo, 罗德军

AMSS, Chinese Academy of Sciences luodj@amss.ac.cn

Abstract

The stochastic 2D Euler equations with multiplicative transport noise and ?

2

-initial data

are considered. Under an appropriate scaling of the noise to high Fourier modes, the weak

solutions converge weakly to the unique solution of the deterministic 2D Navier-Stokes

equation. We shall present some quantitative convergence rates and a CLT result underlying

such scaling limit. This talk is based on joint works with Franco Flandoli and Lucio Galeati.

第35页

Invited Session 01:随机微分方程

33

A general framework for solving singular SPDEs

Fengyu Wang, 王凤雨

Tianjin University wangfy@tju.edu.cn

Abstract

We propose a general framework of proper regularization to solve singular nonlinear

SPDEs. Besides singularities in drift, this framework also allows singular noise coefficients

given by(high order)pseudo-differential operators. As applications, the (local and global)

well-posedness is presented for a broad class of fluid dynamics equations with singular noise,

which include the stochastic magnetohydrodynamics (including Navier-Stokes/Euler)

equation, stochastic Korteweg-De Vries equation, stochastic (modified) Camassa-Holm type

equations, stochastic aggregation-diffusion type equations and stochastic surface quasigeostrophic equation. Thus, some recent results derived in the literature are considerably

extended in a unified way.

Second order McKean-Vlasov SDEs and kinetic

Fokker-Planck-Kolmogorov equations

Xicheng Zhang, 张希承

Beijing Institute of Technology xichengzhang@googlemail.com

Abstract

In this paper we study second order stochastic differential equations with measurable

and density-distribution dependent coefficients. Through establishing a maximum principle

for kinetic Fokker-Planck-Kolmogorov equations with distribution-valued inhomogeneous

term, we show the existence of weak solutions under mild assumptions. Moreover, by using

the Hölder regularity estimate obtained recently in Golse, Imbert, Mouhot, Vasseur (2019),

we also show the well-posedness of generalized martingale problems when diffusion

coefficients only depend on the position variable (not necessarily continuous). Even in the

non density-distribution dependent case, it seems that this is the first result about the wellposedness of SDEs with measurable diffusion coefficients.

第36页

Invited Session 02:分枝马氏过程

34

组织者:李增沪, 北京师范大学

A scaling limit theorem for Galton-Watson processes

in varying environments

Rongjuan Fang, 方榕娟

Fujian Normal University fangrj@fjnu.edu.cn

Abstract

Branching processes in varying environments are time-inhomogeneous Markov

processes with the branching property. In this talk, we prove a scaling limit theorem for

discrete Galton-Watson processes in varying environments. A simple sufficient condition for

the weak convergence of discrete processes in the Skorokhod space is given in terms of

probability generating functions. Discrete processes satisfying the condition are constructed,

which essentially give rise to all the continuous-state branching processes in varying

environments defined in Bansaye and Simatos (2015) and Fang and Li (2021+). This talk is

based on the joint work with Zenghu Li and Jiawei Liu.

Martingale convergence: branching processes in random environment

Wenming Hong, 洪文明

Beijing Normal University wmhong@bnu.edu.cn

Abstract

We will consider the martingale convergence (in L

1

) for branching processes in random

environment in two cases: (1) supercritical BPRE with heavy-tail; and (2) critical BPRE

under the condition of non-extinction. (This is based on the joint works with Shengli Liang

and Xiaoyue Zhang).

第37页

Invited Session 02:分枝马氏过程

35

Convergence rate for a class of supercritical superprocesses

Yanxia Ren, 任艳霞

Peking University yxren@math.pku.edu.cn

Abstract

Suppose X = {Xt

,t ≥ 0} is a supercritical superprocess starting from a finite

measure μ . Let ϕ be the eigenfunction of the mean semigroup of X corresponding to

principal eigenvalue λ > 0. Then Mt

(ϕ) = e

−λt

〈ϕ, Xt

〉,t ≥ 0, is a non-negative

martingale with almost sure limit M∞(ϕ). In this paper we study the rate at which Mt

(ϕ) −

M∞(ϕ) converges to 0 as t → ∞ when the process may not have finite variance. Under

some conditions on the mean semigroup, we provide sufficient conditions and necessary

conditions for the rate in almost sure sense. Some results on convergence rate in L

p with

p ∈ (1, 2) are also obtained.

Lower deviations for supercritical branching processes

with immigration

Mei Zhang, 张梅

Beijing Normal University meizhang@bnu.edu.cn

Abstract

For a supercritical branching processes with immigration {Zn}, it is known that under

suitable conditions Zn/cn converges almost surely to a finite and strictly positive limit,

where cn is a sequence of positive numbers. We are interested in the limiting properties of

ℙ(Zn = kn) with kn → ∞ and kn ≤ cn as n → ∞ . We give asymptotic behavior of

such lower deviation probabilities in both Schröder and Böttcher cases, unifying and

extending the previous results for Galton-Watson processes in literature. The talk is based on

the joint works with Sun Qi and Xie Chunyan.

第38页

Invited Session 3:流形上的随机分析与最优传输问题及其应用

36

组织者:李向东,中国科学院数学与系统科学研究院

On the Kolmogorov-Sinai entropy of the periodic Lorentz gas

in the Boltzmann-Grad limit

Songzi Li, 李宋子

Renmin University of China sli@ruc.edu.cn

Abstract

The Boltzmann-Grad limit of the periodic Lorentz gas was obtained by MarklofStrömbergsson in their seminal papers. Although there are quite precise descriptions of the

BG limit, we know much less about how the periodic Lorentz gas converges to the limit. In

this talk, we utilize entropy as a tool to study the convergence of the periodic Lorentz gas

during its BG limit. More precisely, with the notion of non-equilibrium entropy introduced

by Goldstein-Penrose, we prove that the asymptotic rate of the entropy increase of the scaling

billiard map converges to the Kolmogorov-Sinai entropy of its BG limit, when taking both

long time limit and low density limit. Moreover, we obtain the limit of the relative entropy

of the distribution of free path length in the BG limit in any dimension, which extends BocaZaharescu’s result in two dimension.

On a new stochastic characterization of the incompressible

Navier-Stokes equation

Guoping Liu, 刘国平

Huazhong University of Science and Technology liuguoping@hust.edu.cn

Abstract

In this talk, we introduce Arnold’s variational characterization of the Euler equation and

some results on the stochastic variational characterization of the Navier-Stokes equation.

Then we present a new stochastic characterization of the incompressible Navier-Stokes

equation via the stochastic dynamic programming principle on the group of volume

preserving diffeomorphisms. This talk is based on a joint work with Xiangdong Li and Songzi

Li.

第39页

Invited Session 3:流形上的随机分析与最优传输问题及其应用

37

Uniform Poincare inequalities and logarithmic Sobolev inequalities

for mean field particle systems

Wei Liu, 刘伟

Wuhan University wliu.math@whu.edu.cn

Abstract

In this talk we show some explicit and sharp estimates of the spectral gap and the logSobolev constant for mean field particles system, uniform in the number of particles, when

the confinement potential have many local minimums. Our uniform log-Sobolev inequality,

based on Zegarlinski’s theorem for Gibbs measures, allows us to obtain the exponential

convergence in entropy of the McKean-Vlasov equation with an explicit rate constant,

generalizing the result of Carrillo-McCann-Villani (2003) by means of the displacement

convexity approach, or Malrieu (2001,2003) by Bakry-Emery technique or the recent work

of Bolley-Gentil-Guillin by dissipation of the Wasserstein distance. This talk is based on a

joint work with Arnaud Guillin, Liming Wu and Chaoen Zhang.

?-Entropy formulae and entropy powers for ?-Laplacian on

?

?

- Wasserstein space over Riemannian manifolds

Yuzhao Wang, 王宇钊

Shanxi University wangyuzhao@sxu.edu.cn

Abstract

In this talk, we prove the W-entropy formula for p-Laplacian along the geodesic flow

on L

q

-Wasserstein space over compact Riemannian manifolds with CD(0, m) condition.

Moreover, we obtain the entropy power concavity inequality for p-Shannon entropy along

geodesic flow on L

q

-Wasserstein space over compact Riemannian manifolds. This talk is

based on a joint work with Prof. Xiang-Dong Li and Dr. Songzi Li.

第40页

Invited Session 04:随机动态博弈的理论与计算

38

组织者:郭先平, 中山大学

On gradual-impulse control of continuous-time

Markov decision processes with exponential utility

Xin Guo, 郭昕

Tsinghua University guoxin5@sem.tsinghua.edu.cn

Abstract

We consider a gradual-impulse control problem of continuous-time Markov decision

processes, where the system performance is measured by the expectation of the exponential

utility of the total cost. We show, under natural conditions on the system primitives, the

existence of a deterministic stationary optimal policy that allow multiple simultaneous

impulses. After characterizing the value function using the optimality equation, we reduce

the gradual-impulse control problem to an equivalent simple discrete-time Markov decision

process, whose action space is the union of the sets of gradual and impulsive actions.

The risk probability criterion for piecewise deterministic

Markov decision processes

Haifeng Huo, 霍海峰

Guangxi University of Science and Technology xiaohuo08ok@163.com

Abstract

This talk is devoted to the study of a risk probability minimization problem for finite

horizon piecewise deterministic Markov decision processes with unbounded transition rates.

Based on the cost levels are regarded as the components of an extended state, a historydependent policy is redefined, and a new probability measure is reconstructed. Then, the

generalized drift condition is imposed to ensure the non-explosion of the state process.

Subsequently, under the non-explosive of the state process, a value iteration algorithm is

proposed to indicate the existence and uniqueness of the solution for the optimality equation,

and the existence of the risk probability optimal policy. Finally, the computational results of

two optimal investment systems are presented to verify the theoretical analysis results.

第41页

Invited Session 04:随机动态博弈的理论与计算

39

Zero-sum risk-sensitive stochastic games

Junyu Zhang, 张俊玉

Sun Yat-Sen University mcszhjy@mail.sysu.edu.cn

Abstract

We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for

continuous-time Markov chains and Borel state and action spaces, in which payoff rates,

transition rates and terminal reward functions are allowed to be unbounded from below and

from above and the policies can be history-dependent. Under suitable conditions, we

establish the existence of a solution to the corresponding Shapley equation (SE) by an

approximation technique. Then, by the SE and the extension of the Dynkin’s formula, we

prove the existence of a Nash equilibrium and verify that the value of the stochastic game is

the unique solution to the SE. Moreover, we develop a value iteration-type algorithm for

approaching to the value of the stochastic game. The convergence of the algorithm is proved

by a special contraction operator in our risk-sensitive stochastic game.

Continuous-time constrained stochastic games

Wenzhao Zhang, 张文钊

Fuzhou University zhangwenzhao1987@163.com

Abstract

In this talk, we consider the continuous-time constrained stochastic games with the

discounted cost criteria and the average reward criteria. The state space is denumerable and

the action space of each player is a general Polish space, while the transition rates and

cost/reward functions are allowed to be unbounded from below and from above. By

constructing a sequence of continuous-time finite-state game models to approximate the

original denumerable-state game model, we prove the existence of constrained Nash

equilibria for the constrained discounted games. Then, by applying the vanishing discount

method, we show the accumulation point of the constrained Nash equilibria for the

constrained discounted games is the constrained average Nash equilibrium.

第42页

Invited Session 05:奇异随机偏微分方程

40

组织者:张希承,北京理工大学

Singular integrals of subordinators and applications to SPDEs

Changsong Deng, 邓昌松

Wuhan University dengcs@whu.edu.cn

Abstract

I will talk about stochastic integrals driven by a general subordinator. We establish a

zero-one law for the finiteness of the resulting integral as well as moment estimates.

Applications to structural properties of SPDEs will be mentioned. Based on a joint work with

R. Schilling (Dresden) and L. Xu (Macau).

Singular kinetic equations

Zimo Hao, 郝子墨

Wuhan University zimohao@whu.edu.cn

Abstract

We develop paracontrolled calculus in the kinetic setting and use it to establish the

global well-posedness for the singular stochastic linear kinetic equations. As applications, the

global well-posedness for the nonlinear kinetic equations with singular kernels are also

obtained. And we solve martingale problem for nonlinear kinetic distribution dependent

stochastic differential equations with singular drifts. This is a joint work with Xicheng Zhang,

Rongchan Zhu and Xiangchan Zhu.

Sample path properties of a generalized fractional Brownian motion

Ran Wang, 王冉

Wuhan University rwang@whu.edu.cn

Abstract

Let ? = {?(?)}?≥0 be a generalized fractional Brownian motion (GFBM) introduced

by Pang and Taqqu (2019):

  0   0

( ) (( ) ( ) ) ( )

t R t

d X X t t u u u B du   −

 + +

= − − − 

第43页

Invited Session 05:奇异随机偏微分方程

41

with parameters ? ∈ (0,1/2) and ? ∈ (−

1

2

+ ?,

1

2

+ ?).

We study the sample path properties of GFBM X and establish the exact uniform

modulus of continuity, small ball probabilities, and Chung's laws of iterated logarithm. Our

results show that the local regularity properties away from the origin and fractal properties

of GFBM ? are determined by the index ? +

1

2

, instead of the self-similarity index ?. This

talk is based on joint works with Prof. Yimin Xiao.

A class of supercritical/critical singular stochastic PDEs:

existence, non-uniqueness, non-Gaussianity, non-unique ergodicity

Xiangchan Zhu, 朱湘禅

AMSS, Chinese Academy of Sciences zhuxiangchan@126.com

Abstract

We study the surface quasi-geostrophic equation with an irregular spatial perturbation

??? + ? ∙ ?? = −?(−∆)

?/2? + ?, ? = ?

⊥(−∆)

−1?,

on [0, ∞) × ?

2

, with ? ∈ [0,1] , ? ∈ [0,3/2) and ? ∈ ?∞,∞

−2+?

(?

2

) for some κ > 0 . This

covers the case of ? = (−∆)

?/2

? for ? < 1 and ? a spatial white noise on ?

2

.

Depending on the relation between ? and ? , our setting is subcritical, critical or

supercritical in the language of Hairer's regularity structures [Hai14]. Based on purely

analytical tools from convex integration and without the need of any probabilistic arguments

including renormalization, we prove existence of infinitely many analytically weak solutions

in ????

?

(0, ∞; ?∞,1

−1/2

) ∩ ??([0, ∞); ?∞,1

−1/2−?

) ∩ ??([0, ∞); ?∞,1

−3/2−?

) for all ? ∈ [1, ∞)

and ? > 0. We are able to prescribe an initial as well as a terminal condition at a finite time

? > 0 , and to construct steady state, i.e. time independent, solutions. In all cases, the

solutions are non-Gaussian, but we may as well prescribe Gaussianity at some given times.

Moreover, a coming down from infinity with respect to the perturbation and the initial

condition holds. Finally, we show that the our solutions generate statistically stationary

solutions as limits of ergodic averages, and we obtain existence of infinitely many nonGaussian time dependent ergodic stationary solutions. We also extend our results to a more

general class of singular SPDEs.

第44页

Invited Session 06:非线性期望下的若干应用问题

42

组织者:胡明尚,山东大学

Constrained stochastic LQ control with switching

and application to portfolio selection

Xiaomin Shi, 时晓敏

Shandong University of Finance and Economics shixm@mail.sdu.edu.cn

Abstract

This paper is concerned with a stochastic linear-quadratic optimal control problem with

regime switching, random coefficients, and cone control constraint. The randomness of the

coefficients comes from two aspects: the Brownian motion and the Markov chain. Using Itô’s

lemma for Markov chain, we obtain the optimal state feedback control and optimal cost value

explicitly via two new systems of extended stochastic Riccati equations (ESREs). We prove

the existence and uniqueness of the two ESREs using tools including multidimensional

comparison theorem, truncation function technique, log transformation and the JohnNirenberg inequality. These results are then applied to study mean-variance portfolio

selection problems with and without short-selling prohibition with random parameters

depending on both the Brownian motion and the Markov chain. Finally, the efficient

portfolios and efficient frontiers are presented in closed forms.

The least squares estimator of random variables

under convex operators on ??

∞(?) space

Chuanfeng Sun, 孙钏峰

University of Jinan sms_suncf@ujn.edu.cn

Abstract

In this paper, we investigate the least squares estimator for a convex operator. We adopt

much weaker assumptions for a nonlinear operator. These weaker assumptions can guarantee

that the minimax theorem holds. Benefit from Komlós theorem and the minimax theorem,

the existence and uniqueness of the least squares estimator are obtained.

第45页

Invited Session 06:非线性期望下的若干应用问题

43

Quadratic ?-BSDEs with convex generators

and unbounded terminal conditions

Falei Wang, 王法磊

Shandong University flwang@sdu.edu.cn

Abstract

In this paper, we first study one-dimensional quadratic backward stochastic differential

equations driven by ?-Brownian motions with unbounded terminal values. With the help of

a ? -method of Briand and Hu (2008) and nonlinear stochastic analysis techniques, we

propose an approximation procedure to prove existence and uniqueness result when the

generator is convex (or concave) and terminal value is of exponential moments of arbitrary

order. Finally, we also establish the well-posedness of multi-dimensional ? -BSDEs with

diagonally quadratic generators.

A global stochastic maximum principle for fully coupled

forward-backward stochastic systems

Xiaole Xue, 薛小乐

Shandong University xlxue@sdu.edu.cn

Abstract

We study a stochastic optimal control problem for fully coupled forward-backward

stochastic control systems with a nonempty control domain. For our problem, the first-order

and second-order variational equations are fully coupled linear FBSDEs. Inspired by Hu

(2017), we develop a new decoupling approach by introducing an adjoint equation which is

a quadratic BSDE. By revealing the relations among the terms of the first-order Taylor's

expansions, we estimate the orders of them and derive a global stochastic maximum principle

which includes a completely new term. Applications to stochastic linear quadratic control

problems are investigated. Joint work with Prof. Mingshang Hu and Shaolin Ji.

第46页

Invited Session 07:随机过程及其应用

44

组织者:张新生,复旦大学

Truncated sample mean with extremely

heavy-tailed distributions

Dong Han, 韩东

Shanghai Jiao Tong University donghan@sjtu.edu.cn

Abstract

This article deals with the hypothesis test for the extremely heavy-tailed distributions

with infinite mean or variance by presenting a truncated sample mean. We prove that there

exists a critical sequence such that when the truncated sequence is less than or greater than

the critical sequence, the corresponding truncated test statistics converge to normal

distribution or converges to ±∞ or 0 in probability, respectively, and when the truncated

sequence is equal to the critical sequence, the corresponding truncated statistics converge to

a distribution which neither normal nor stable distribution.

Inverting Ray-Knight identities on trees

Xiaodan Li, 李晓丹

Shanghai University of Finance and Economics xdli15@fudan.edu.cn

Abstract

In this talk, we first introduce the Ray-Knight identity and percolation Ray-Knight

identity related to loop soup with intensity ?(≥ 0) on trees. Then we present the inversions

of the above identities, which are expressed in terms of repelling jump processes. In particular,

the inversion in the case of ? = 0 gives the conditional law of a Markov jump process given

its local time field. We further show that the fine mesh limits of these repelling jump

processes are the self-repelling diffusions involved in the inversion of the Ray-Knight

identity on the corresponding metric graph. This is a generalization of results in papers by

Lupu, Sabot and Tarrès, where the authors explore the case of ? = 1/2 on a general graph.

Our construction is different from theirs and based on the link between random networks and

loop soups. This talk is based on a joint work with Yushu Zheng.

第47页

Invited Session 07:随机过程及其应用

45

Asymptotic behavior of some self-interacting diffusions

driven by fBm

Litan Yan, 闫理坦

Donghua University litanyan@dhu.edu.cn

Abstract

Let ?

? = {??

?,? ≥ 0} be a fractional Brownian motion with Hurst index ? ∈ (0,1).

In this talk, we consider asymptotic behavior of the self-interacting diffusions of the forms

??

? = ??

? + ∫ ∫ ?(??

?− ??

?)

?

0

????

?

0

,

where ? is a suitable Borel function. The processes are some analogues of Brownian

polymers and self-interacting diffusion.

References

[1] M. Bena?̈m, M. Ledoux and O. Raimond, Self-interacting diffusions, Probab. Theory

Relat. Fields 122 (2002), 1-41.

[2] R. Durrett and L.C.G. Rogers, Asymptotic behavior of Brownian polymer, Probab.

Theory Relat. Fields 92 (1991), 337-349.

[3] M. Cranston and Y. Le Jan, Self-attracting diffusions: two case studies, Math. Ann. 303

(1995), 87-93.

[4] Y. Gan and L. Yan, Least squares estimation for the linear self-repelling diffusion driven

by fBm (in Chinese), Sci. CHINA Math. 48 (2018), 1143-1158.

[5] Y. Ge, X. Sun and L. Yan, The laws of large numbers associated with the linear selfattracting diffusion driven by fBm and applications (revised), J. Theort. Probab. (2021).

[6] R. Guo and L.Yan, The strong law of large numbers for a self-interacting diffusions

driven by fBm, preprint 2021.

[7] L. Yan, Rate of convergence of some self-attracting diffusions driven by fBm, submitted

2021.

第48页

Invited Session 07:随机过程及其应用

46

不规则间距数据的频率域统计分析

Shibin Zhang, 张世斌

Shanghai Normal University zhang_shibin@shnu.edu.cn

Abstract

由于抽样位置点按不规则间距布置、抽样设备本身所具有的随机性或抖动等多方

面原因,不规则间距数据广泛存在。作为时间/空间预测的前提,对时间/空间自相依

性质的推断是十分重要的。在高斯模型假设下,针对不规则间距大数据,现已发展了

众多用于对自协方差函数进行推断的近似似然方法。然而,在缺乏高斯性假设时,由

于似然函数建立的困难,统计分析方法仍十分匮乏。频率域统计分析可以不依赖于模

型高斯性假定,是自相依性似然推断的重要替代方案,而且还表现出若干显著优势。

例如,时域上定义的自协方差函数估计量往往很难保证其非负定性, 而在频域上非

负定性可以自然保持。又如,因观测序列 Fourier 变换具有独立性或渐近独立性,频

率域上的 Whittle 似然推断方法往往应用方便并且计算快速。在现代统计中,频率域

方法已被广泛采用。

频率域分析依赖于频率域统计量的中心极限定理,尤其是离散 Fourier 变换、广

义谱均值统计量的中心极限定理。离散 Fourier 变换是 Whittle 似然方法的基础,而

广义谱均值统计量包含诸如频率域自协方差函数估计量、谱密度估计量等众多重要频

率域统计量。对于规则间距数据的情况,这些统计量的中心极限定理已建立完备。但

对于不规则间距数据的情况,抽样位置的不规则性破坏了数据正余弦变换的正交性,

致使这些频率域统计量的中心极限定理的建立面临挑战,时至今日仍远未建立完备。

本报告将在广泛的假设条件下系统地建立起不规则间距数据一系列频域统计量(包含

离散 Fourier 变换、自协方差函数估计量、谱密度估计量、Whittle 似然统计量、频域

二次损失量等)的中心极限定理。这些中心极限定理的结论不局限于模型的高斯性假

设,并对纯增长(随着样本点数目增加,抽样稀疏程度不变)与混合增长(随着抽样

点数目增加,抽样越来越稠密)两种抽样模式都适用。因实际工作中,模型的高斯性

及纯增长与混合增长两种抽样模式都很难辨别,故本报告中的理论结论具有重要实用

价值。

第49页

Invited Session 08:统计物理模型

47

组织者:吴昊, 清华大学

Hyperedge percolation

Yinshan Chang, 常寅山

Sichuan University ychang@scu.edu.cn

Abstract

We consider Bernoulli hyper-edge percolation on ℤ

?

. This model is a generalization of

Bernoulli bond percolation and simple random walk loop percolation. An edge connects

exactly two vertices and a hyper-edge connects more than two vertices. As in the classical

Bernoulli bond percolation, we open hyper-edges independently in a homogeneous manner

with certain probabilities parameterized by a parameter ? ∈ [0,1]. We discuss conditions for

non-trivial phase transitions when ? varies. We discuss the conditions for the uniqueness of

the infinite cluster. Also, we provide conditions under which the Grimmett-Marstrand type

theorem holds in the supercritical regime.

Critical branching random walk conditioned on hitting the origin

from some far away ancestor in ℤ

?

Xinxin Chen, 陈昕昕

Beijing Normal University xinxin.chen@bnu.edu.cn

Abstract

We consider a discrete-time branching simple random walk in ℤ

? where each particle

independently makes simple random walk and produces a random number of children so that

the offspring law is of mean 1 and of finite variance. For the branching random walk starting

from some far away site x ∈ ℤ

?

and conditioned to hit the origin, we study the asymptotic

behaviours of its occupation time at the origin.

第50页

Invited Session 08:统计物理模型

48

Random metric of Liouville quantum gravity

Jian Ding, 丁剑

Peking University dingjian@math.pku.edu.cn

Abstract

I will give a short review on recent progress of Liouville quantum gravity, emphasizing

the construction of the random metric.

A central limit theorem for square ice

Wei Wu, 吴炜

New York University Shanghai ww44@nyu.edu

Abstract

In the area of statistical mechanics, an important open question is to show that the height

function associated with the square ice model (i.e., planar six vertex model with uniform

weights), or equivalently the uniform graph homeomorphisms, converges to a continuum

Gaussian free field In the scaling limit, I will review some recent results about this model,

including that the single point height function, upon renormalization, converges to a Gaussian

random variable.

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