Almost Sure Exponential Stability of Hybrid Stochastic Functional Differential Equations

发布时间:2018-07-06发布部门:理学院

主题:   Almost Sure Exponential Stability of Hybrid Stochastic Functional Differential Equations主讲人:   Xuerong Mao (毛学荣)地点:   松江校区2号学院楼331理学院报告厅时间:   2018-07-19 10:00:00组织单位:   理学院

主讲人简介:Xuerong Mao (毛学荣),英国Strathclyde大学数学与统计系教授,苏格兰皇家学会院士,教育部海外名师,教育部长江学者讲座教授,东华大学兼职特聘教授。

内容摘要:This paper is concerned with the almost sure exponential stability of the n-dimensional nonlinear hybrid stochastic functional differential equation (SFDE). We show that if the corresponding hybrid stochastic differential equation (SDE) is almost surely exponentially stable, then there exists a positive number τ* such that the SFDE is also almost surely exponentially stable as long as τ<τ*. We also describe a method to determine τ* which can be computed numerically in practice.

讲座主持:胡良剑 教授

讲座语言:英语

视频:   摄影: 撰写:胡良剑  信息员:唐晓亮  编辑:向娟

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