报告人：毛学荣教授(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 Stochastic Differential Delay Equations

报告摘要：It was very easy to show that the linear scalar stochastic differential equation (SDE) $dx(t) = b x(t) dB(t)$ is almost surely exponentially stable as long as $b \not= 0$. However, it was nontrivial for Mohammed and Scheutzow (1997) to show if the corresponding linear scalar stochastic differential delay equation (SDDE) $dx(t) =bx(t-\tau) dB(t)$ is almost surely exponentially stable for sufficiently small $\tau$. There has been a very little progress in this topic since 1997. This talk will report some recent developments

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：2017年11月15日(星期三)上午：10:00-11:00

报告地点：科技楼(南楼)602