主题: Stabilization of Regime-Switching processes based on discrete time observations主讲人: 邵井海地点: 松江校区2号学院楼331理学院报告厅时间: 2018-06-12 15:00:00组织单位: 理学院数学系
报告人简介：邵井海，天津大学教授、博士生导师，现从事理论概率论与随机微分方程的研究。2006年获北京师范大学与法国第戎大学双博士学位，2007年获中国数学会钟家庆数学奖，2008年获全国百篇优秀博士学位论文奖，在PTRF, JFA, SIAM J. Control Optim, SIAM J. Math. Anal.等国际顶级杂志上发表论文60余篇。
报告摘要：In this talk, we introduce some results on stabilization of regime-switching diffusion processes based on discrete time observations of both continuous and discrete components. We focus on the almost sure stabilization of state-dependent regime-switching processes. Some criteria are provided through establishing an estimation of the exponential functional of Markov chains based on the spectral theory of linear operators.
报告主持：闫理坦