主讲人:吴付科 华中科技大学教授
时间:2022年12月2日10:00
地点:腾讯会议 419 868 998
举办单位:数理学院
主讲人介绍:吴付科,教授,博士生导师,主要从事随机微分方程以及相关领域的研究,2012年入选华中科技大学“华中学者”,2014年获得基金委优秀青年基金资助,2015年获得湖北省自然科学二等奖,2017年获得英国皇家学会牛顿高级学者基金,SCI期刊《IET Control Theory & Applications》编委。近年来,在国际权威期刊发表论文90余篇,共主持7项国家自然科学基金、一项英国皇家学会“高级牛顿学者”基金和一项美国数学学会(AMS)访问基金,出版一部专著和一部译著。
内容介绍:This talk is concerned with stochastic functional differential equations (SFDEs) with infinite delay. Under two classes of conditions including local Lipschitz and non-Lipschitz conditions, existence and uniqueness of the solutions of such equations are examined, respectively. Because the solutions of the delay equations are not Markov, strong Markov properties of the segment processes are also examined. Based on the Markov property of the segment process, the exponential ergodicity is established. Some other asymptotic properties are also discussed.