报告人：席福宝（北京理工大学）

报告题目：Successful Couplings for Stochastic Systems with Regime-Switching

报告摘要：In this talk we first give a brief introduction to the stochastic systems with regime-switching. For the solutions to some rather general stochastic differential equations with state-dependent switching, we then construct a type of couplings, and give some sufficient conditions to guarantee them to be successful. Finally, we also discuss some illustrative examples.

报告时间：2024年5月20日（星期一）15:30-17:00

报告地点：科技楼南楼706室

邀请人：吴付科

报告人简介：席福宝，北京理工大学教授，博士生导师。担任中国工程概率统计学会常务理事，曾担任中国概率统计学会理事。主要从事马氏过程与随机分析，应用概率论领域的研究工作；特别地，关于机制切换系统的随机稳定性、Feller性、强Feller性、指数遍历性、强遍历性以及收敛速度估计等方面，取得了一系列重要研究成果；部分论文发表在SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Differential Equations, Journal of Applied Probability, Science China Mathematics等国内外重要学术期刊上。