报告人：席福宝教授（北京理工大学 数学与统计学院）

报告题目：Stochastic Damping Hamiltonian Systems with State-Dependent Switching

报告摘要：In this talk, a class of regime-switching stochastic damping Hamiltonian systems with continuous-state-dependent switching will be discussed. First, for a special Markovian switching case, the existence of a globally weak solution is constructed by making using of the martingale approach. Next, for the general continuous-state-dependent switching case, the existence of a globally weak solution is established by virtue of the Radon-Nikodym derivative method. Then, strong Feller property is proved by the killing technique and the Radon-Nikodym derivative method. Moreover, based on the above results, exponential ergodicity is obtained under the Foster-Lyapunov drift condition. Finally, some examples are presented for illustration.

报告人简介：席福宝，北京理工大学数学与统计学院教授，博士生导师；主要从事马氏过程与随机分析领域的研究；特别地，关于含小参数的切换扩散过程的大偏差, 关于切换跳扩散过程的稳定性、Feller性、强Feller性、指数遍历性和强遍历性等方面，取得了一些重要研究成果；部分论文发表在SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Applied Probability, Science China Mathematics等国内外重要学术期刊上。

报告时间:2017年11月24日(星期五)上午：10：30-11:30

报告地点：科技楼(南楼)602