报告人：袁成桂教授(英国Swansea大学)

报告题目：Invariant Measures for Stochastic Functional Differential Equations with Markovian Switching

报告摘要：In this talk, the existence and uniqueness of invariant measures for stochastic functional differential equations with Markovian switching and their time discretizations have been discussed. Under certain ergodic conditions, we show that the these equations enjoy a unique invariant probability measure and converge exponentially to its equilibrium under the Wasserstein distance. Also, we demonstrate that the time discretization of these equations admit a unique invariant probability measure and share the corresponding ergodic property when the stepsize is sufficiently small. During this procedure, the difficulty arose from the time-discretization of continuous time Markov chain has to be deal with, for which an estimate on its exponential functional is presented.

报告时间: 2017年7月20日(星期四)下午3:00-4:00

报告地点: 科技楼南楼702室