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Ergodicity for SDEs with Infinite Retardation

2018/04/08 09:19  点击:[]

报告人: 鲍建海 (中南大学)

 

    : 2018.04.08星期10:00--12:00

 

   : 理科楼LA106

 

   :  In this talk, for path dependent stochastic differential equations (i.e., stochastic functional differential equations) with infinite retardation,  we (i) address the existence and uniqueness of solutions under the local weak monotonicity and the weak coercivity by making use of Euler-Maruyama numerical approximation and taking advantage of localization procedure; (ii) examine the exponential ergodicity under the Warsserstein metric of transition kernels for functional solutions  via the weak Harris theorem and by combining with asymptotic coupling approach; (iii) extend the corresponding theory derived for path dependent stochastic differential equations of neutral type.

 

报告人简介:  鲍建海,中南大学副教授2013年博士毕业于英国斯旺西大学 (Swansea University), 目前任职于中南大学数学与统计学院,主要从事泛函随机微分方程以及马氏切换过程等研究,在《Stochastic Process. Appl》、《Bernoulli》、《Electron. J. Probab.》、《J. Theoret. Probab.》、《J. Appl. Probab.》、《 Potential Analysis》、《SIAM J. Control Optim.》,《SIAM J. Appl. Math.》等期刊上发表多篇学术论文上.

 

学院联系人: 周国立

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