学术讲座:Almost Sure Exponential Stability of Stochastic Differential Delay Equations

2017-11-20

时间:2017.11.23 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:

It was very easy to show that the linear scalar stochastic differential equation (SDE) $dx(t) = b x(t) dB(t)$ is almost surely exponentially stable as long as $b \not= 0$. However, it was nontrivial for Mohammed and Scheutzow (1997) to show if the corresponding linear scalar stochastic differential delay equation (SDDE) $dx(t) =  b x(t-\tau) dB(t)$ is almost surely exponentially stable for sufficiently small $\tau$. There has been a very little progress in this topic since 1997. This talk will report some recent developments.