报告人：毛学荣(英国Strathclyde大学数学与统计系，爱丁堡皇家学院院士)

报告题目：Almost Sure Exponential Stability of Hybrid Stochastic Functional Differential Equations

报告摘要：This talk is concerned with the almost sure exponential stability of the $n$-dimensional nonlinear hybrid stochastic functional differential equation (SFDE) $dx(t) = f(\psi_1(x_t,t),r(t),t)dt + g(\psi_2(x_t,t),r(t),t) dB(t)$,

where $x_t=\{x(t+u):-\tau\le u\le 0\}$ is a $C([-\tau,0];\RR^n)$-valued process, $B(t)$ is an $m$-dimensional Brownian motion while $r(t)$ is a Markov chain. We show that if the corresponding hybrid stochastic differential equation (SDE) $dy(t) = f(y(t),r(t),t)dt + g(y(t),r(t),t) dB(t)$ is almost surely exponentially stable, then there exists a positive number $\tau^*$ such that the SFDE is also almost surely exponentially stable as long as $\tau < \tau^*$. We also describe a method to determine $\tau^*$ which can be computed numerically in practice.

报告人简介：毛学荣教授是英国斯克莱德大学数学与统计系教授、英国爱丁堡皇家学院院士，获得英国沃弗森研究功勋奖。国际知名的随机稳定性和随机控制领域的专家，在本学科领域享有很高的声誉, 为现代随机稳定性领域的奠基人。出版学术专著5部，在国际SCI学术杂志上发表论文200余篇。有10多篇论文进入Science Direct最热门文献（TOP 25 Hottest Articles）。

报告时间：2018年7月12日(星期四)下午16:30-17:30

报告地点：科技楼(南楼)602