学术讲座:Preservation of Deterministic Asymptotic Behaviour in Autonomous Stochastic Differential Equations

2017-05-16

主题:Preservation of Deterministic Asymptotic Behaviour in Autonomous Stochastic Differential Equations

主讲人:John Andrew Appleby

地点:松江校区2号学院楼331

时间:2017年5月26日(周五),上午9:00-10:30  

组织单位:理学院

主讲人简介:

John Andrew Appleby,都柏林城市大学数学科学系教授, 博士生导师, 出版专著4部,发表论文60余篇。研究领域:随机微分方程。

内容摘要:

It is well known that if a deterministic differential equation is perturbed by a sufficiently subdominant stochastic perturbation, the solution of the resulting stochastic differential equation inherits the asymptotic behaviour of the unperturbed ordinary equation to some degree. In this talk, we give sharp sufficient conditions for solutions of scalar stochastic differential equations to inherit the exact asymptotic rate of growth, decay, finite time stability or explosion of the unperturbed ordinary equation. The conditions on the diffusion are sharp in the sense that the SDE will satisfy the deterministic dynamics with probability zero if they are violated.

讲座主持:理学院 胡良剑教授

讲座语言:英文