Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics

活动时间:2023-11-19 13:30

活动地点:松江2号学院楼235会议室

主讲人:毛学荣

主讲人中文简介:

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 talk is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE)with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is established for a large class of highly nonlinear hybrid SFDEs with infinite delay.  Our new theory makes it possible to numerically approximate the solution of the hybrid SFDE with infinitedelay, via the numerical solution of the corresponding hybrid SFDE with finite delay.

主持人:尤苏蓉