Global stability of stationary solutions for nonlinear stochastic functional differential equations with additive white noise
报告人:吕翔
报告地点:数学与统计学院二楼会议室
报告时间:2019年09月18日星期三10:00-11:00
邀请人:李晓月
报告摘要:
We study the existence and the global stability of stationary solutions for nonlinear stochastic functional differential equations with additive white noise. Under the condition that the global Lipschitz constant of nonlinear term is less than the absolute value of the top Lyapunov exponent for the linear flow with being monotone or anti-monotone, we show that the infinite-dimensional stochastic flow generated by stochastic functional differential equations with additive white noise possesses a unique globally attracting random equilibrium in the state space of continuous functions, which produces the globally stable stationary solution. Our result is based on the theory of infinite-dimensional random dynamical systems, which can be applied to various stochastic delay differential equations.
主讲人简介:
吕翔,男,上海师范大学副教授。现主持国家自然科学基金面上项目一项,已完成国家自然科学基金青年项目一项,曾入选上海市青年科技英才“扬帆计划”和 上海市教委“晨光计划”,获得过上海市研究生优秀成果(博士学位论文)。目前主要研究方向:随机动力系统和随机微分方程,已经在SIAM Journal on Control and Optimization等国际权威期刊发表学术论文多篇。