Bismut Formula and Gradient Estimates for Dirichlet Semigroups with Application to Singular Killed DDSDEs

Speaker: 赵晓玉（天津大学）

Title: Bismut Formula and Gradient Estimates for Dirichlet Semigroups with Application to Singular Killed DDSDEs

Inviter: 随机分析研究中心

Time & Venue: 2025年11月21日（周五）15:00--16:00 南楼613

Abstract: In this talk, by establishing a local version of Bismut formula for Dirichlet semigroups on a regular domain, gradient estimates are derived for killed SDEs with singular drifts. As an application, the total variation distance  between two solutions of killed DDSDEs is bounded above by the truncated $1$-Wasserstein distance of initial distributions, in the regular and singular cases respectively.  This work is joint with Professor Feng-Yu Wang.