【7月19日】Almost Sure Exponential Stability of Hybrid Stochastic Functional Differential Equations

2018-07-04

时间:2018.7.19 10:00-11:30

地点:理学院331

申办单位:理学院

主讲人:毛学荣

国籍:英国

使用语言:英语

主讲人简介:

Xuerong Mao (毛学荣),英国Strathclyde大学数学与统计系教授,苏格兰皇家学会院士,教育部海外名师,教育部长江讲座教授,东华大学兼职特聘教授

活动内容摘要:

This paper is concerned with the almost sure exponential stability of the n-dimensional nonlinear hybrid stochastic functional differential equation (SFDE) . We show that if the corresponding hybrid stochastic differential equation (SDE) is almost surely exponentially stable, then there exists a positive number τ* such that the SFDE is also almost surely exponentially stable as long as τ<τ*. We also describe a method to determine τ* which can be computed numerically in practice.

活动负责人:胡良剑