Asymptotic Characterization of the Mean Square of Perturbed Linear Stochastic Functional Differential Equations


活动地点:Meeting ID: 881 2225 3191 Password: Tianyuan

主讲人:John Appleby


He is a professor for Dublin City University, Ireland


In recent work, it has proved possible to obtain necessary and sufficient conditions under which linear autonomous stochastic functional differential equations converge in the mean square to a zero equilibrium. These conditions can be expressed directly in terms of the problem data, and are not significantly more difficult to check than the corresponding conditions for deterministic functional differential equations.