Almost Sure Exponential Stability of
Stochastic Differential Delay Equations

发布时间:2017-11-20发布部门:理学院

主题:   Almost Sure Exponential Stability of Stochastic Differential Delay Equations主讲人:   毛学荣地点:   松江校区2号学院楼331时间:   2017-11-23 10:00:00组织单位:   理学院

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。


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.


讲座语言:英语


 

视频:   摄影: 撰写:李学元  信息员:唐晓亮  编辑:向娟

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