Stabilization of Regime-Switching processes based on discrete time observations

发布时间:2018-06-09发布部门:理学院

主题:   Stabilization of Regime-Switching processes based on discrete time observations主讲人:   邵井海地点:   松江校区2号学院楼331理学院报告厅时间:   2018-06-12 15:00:00组织单位:   理学院数学系

报告人简介:邵井海,天津大学教授、博士生导师,现从事理论概率论与随机微分方程的研究。2006年获北京师范大学与法国第戎大学双博士学位,2007年获中国数学会钟家庆数学奖,2008年获全国百篇优秀博士学位论文奖,在PTRF, JFA, SIAM J. Control Optim, SIAM J. Math. Anal.等国际顶级杂志上发表论文60余篇。

报告摘要:In this talk, we introduce some results on stabilization of regime-switching diffusion processes based on discrete time observations of both continuous and discrete components. We focus on the almost sure stabilization of state-dependent regime-switching processes. Some criteria are provided through establishing an estimation of the exponential functional of Markov chains based on the spectral theory of linear operators.

报告主持:闫理坦

视频:   摄影: 撰写:闫理坦  信息员:唐晓亮  编辑:孙庆华

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