Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics

活动时间:2024-11-12 10:00

活动地点:2号学院楼454

主讲人:毛学荣

主讲人中文简介:

毛学荣教授本科毕业于东华大学 (原华东纺织工学院)纺织工程专业,硕士毕业于东华大学数学专业,博士毕业于英国华威大学数学专业,现为英国思克莱德大学数学与统计系终身教授,英国爱丁堡皇家学会院士,获得英国沃弗森研究功勋奖,教育部长江学者“讲座教授”,教育部“海外名师”。毛学荣教授是国际随机分析和随机控制领域的知名学者,是现代随机稳定性领域的奠基人,其出版的专著和论文被该领域学者广泛引用,在概率论、随机分析和随机控制领域杂志发表论文300 余篇。近日,Guide2Research 发布了全球数学领域顶尖科学家榜单,他列英国第1位,全球第93 位。

活动内容摘要:

This talk is to discuss if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is established for a large class of highly nonlinear hybrid SFDEs with infinite delay. 

Our new theory makes it possible to numerically approximate the solution of the hybrid SFDE with infinite delay, via the numerical solution of the corresponding hybrid SFDE with finite delay.

主持人:胡良剑