当前位置: 华中科技大学数学与统计学院 > 科学研究 > 学术活动 > 正文

热点关注

【学术报告】2018年7月12日下午毛学荣教授来我院举办学术讲座

2018-07-11 16:38:22    浏览次数:

字体 色彩方案

报告人:毛学荣(英国Strathclyde大学数学与统计系,爱丁堡皇家学院院士)

报告题目:Almost Sure Exponential Stability of Hybrid Stochastic Functional Differential Equations

报告摘要:This talk is concerned with the almost sure exponential stability of the $n$-dimensional nonlinear hybrid stochastic functional differential equation (SFDE) $dx(t) = f(\psi_1(x_t,t),r(t),t)dt + g(\psi_2(x_t,t),r(t),t) dB(t)$,

where $x_t=\{x(t+u):-\tau\le u\le 0\}$ is a $C([-\tau,0];\RR^n)$-valued process, $B(t)$ is an $m$-dimensional Brownian motion while $r(t)$ is a Markov chain. We show that if the corresponding hybrid stochastic differential equation (SDE) $dy(t) = f(y(t),r(t),t)dt + g(y(t),r(t),t) dB(t)$ is almost surely exponentially stable, then there exists a positive number $\tau^*$ such that the SFDE is also almost surely exponentially stable as long as $\tau < \tau^*$. We also describe a method to determine $\tau^*$ which can be computed numerically in practice.

报告人简介:毛学荣教授是英国斯克莱德大学数学与统计系教授、英国爱丁堡皇家学院院士,福建省“外专百人计划”获得者,“长江讲座教授”获得者,获得英国沃弗森研究功勋奖。国际知名的随机稳定性和随机控制领域的专家,在本学科领域享有很高的声誉, 为现代随机稳定性领域的奠基人。出版学术专著5部,在国际SCI学术杂志上发表论文200余篇。有10多篇论文进入Science Direct最热门文献(TOP 25 Hottest Articles)。

报告时间:2018年7月12日(星期四)下午16:30-17:30

报告地点:科技楼(南楼)602