Exact Asymptotic Decay Rates in Noise Stabilised Stochastic Differential Equations

主题:   Exact Asymptotic Decay Rates in Noise Stabilised Stochastic Differential Equations主讲人:   John Andrew Appleby地点:   松江校区2号学院楼331时间:   2017-05-26 13:00:00组织单位:   理学院

主讲人简介:

John Andrew Appleby,都柏林城市大学数学科学系教授,博士生导师,出版专著4部,发表论文60余篇。研究领域:随机微分方程。

内容摘要:

In this talk, we concentrate on equations which exhibit deterministic--typedynamics even though the noisy part dominates, and indeed induces stability in the solution. Specifically, we show how the situation subtly differs according to whether the equilibrium gives rise to slower than power law, power law, or faster than power law decay in the solution. The talk relies heavily on the theory of regularly, slowly and rapidly varying functions.

讲座主持:胡良剑 教授

讲座语言:英语

撰写:李学源信息员:唐晓亮编辑:向娟