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Diffusion Approximation and Stability of Stochastic Differential Equations with Singular Perturbation
时间:2024年12月06日 19:02 点击数:

报告人:吴付科

报告地点:腾讯会议ID: 140922834 密码: 24129

报告时间:2024年12月09日星期一08:30-09:30

邀请人:冀书关、马俊

报告摘要:

This talk concerns diffusion approximation of non-homogeneous singularly perturbed stochastic differential equations with locally Lipschitz continuous coefficients by using the first-order perturbation test function method and formulation of the martingale problem. Under appropriate conditions, if the averaging system is exponential stable, the slow component is also uniformly asymptotically stable. Since the averaging system is often simpler than the original system, this stability result is interesting.

主讲人简介:

吴付科,华中科技大学数学与统计学院教授、博士生导师,国家级高层次青年人才,主要从事随机微分方程及其相关领域研究,主要成果发表于SIAM J. App. Math.、SIAM J. Control Optim.、SIAM J. Numer. Anal.等知名期刊上。

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