主题:   Almost Sure Exponential Stability of Stochastic Differential Delay Equations主讲人:   Xuerong Mao地点:   松江校区2号学院楼331报告厅时间:   2016-08-15 10:00:00组织单位:   理学院

主讲人简介：

Xuerong Mao received the Ph.D. degree from Warwick University, Coventry, U.K., in 1989. He was SERC (Science and Engineering Research Council, U.K.) Post-Doctoral Research Fellow from 1989 to 1992. Moving to Scotland, he joined the Universityof Strathclyde, Glasgow, U.K., as a Lecturer in 1992, was promoted to Reader in 1995, and was made Professor in 1998 which post he still holds. He was elected as a Fellow of the Royal Society of Edinburgh (FRSE) in 2008. He has authored five books and over 200 research papers. His main research interests lie in the field of stochastic analysis including stochastic stability, stabilization,control, numerical solutions, and stochastic modeling in finance, economic, andpopulation systems.

内容摘要：

This paper is concerned with the almost sure exponential stability of the multi-dimensional nonlinear SDDE with variable delays. This SDDE is in a much more generalform—multi-dimension, nonlinearity and variable delays. We show that if thecorresponding (non-delay) stochastic differential equation (SDE) admits aLyapunov function, which in particular implies the almost sure exponentialstability of the SDE, then there exists a positive number \tau such that theSDDE (1.3) is also almost surely exponentially stable as long as the delay isbounded by \tau. We provide an implicit lower bound for \tau which can becomputed numerically.

讲座主持：胡良剑 教授

讲座语言：英文

撰写：胡良剑信息员：唐晓亮编辑：吴彦