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Stochastic functional differential equations with infinite delay
澳门新葡8455最新网站:2016年12月14日 14:36 点击数:

报告人:梅红伟

报告地点:澳门新葡8455最新网站104室

报告澳门新葡8455最新网站:2016年12月15日星期四13:30-14:30

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报告摘要:

This work is devoted to stochastic functional differential equations (SFDEs) with infinite delay. First, existence and uniqueness of the solutions of such equations are examined. Because the solutions of the delay equations are not Markov, a viable alternative for studying further asymptotic properties is to use solution maps or segment processes. By examining solution maps, this work investigates the Markov properties as well as the strong Markov properties. Also obtained are adaptivity and continuity, mean-square boundedness, and convergence of solution maps from differential initial data. This paper then examines the ergodicity of underlying processes and establishes existence of the invariant measure for SFDEs with infinite delay under suitable conditions.

主讲人概况:

梅红伟, 2016年8月在韦恩州立大学获得博士学位, 师从殷刚教授. 之后在美国中佛罗里达大学从事博士后工作. 主要研究方向是概率理论, 随机过程, 以及随机控制. 在J. Differential Equations, Stochastic Process. Appl., Automatica等杂志上发表论文多篇.

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