Stochastic functional differential equations with singular perturbation
报告专家:吴付科(华中科技大学)
报告时间:2024年7月25日(星期四)下午15:30-16:30
报告地点:数学学院西303报告厅
报告摘要:This talk recalls our recent works about Stochastic functional differential equations with singular perturbation and includes three parts: (i) the fast-varying component is not affected by the slow-varying process; (ii) the fast-varying component is affected by the current state of the fast process and the history of the slow process; (iii) the fast-varying component is affected by the histories of the slow and fast process. These works are coauthored with Professor George Yin.
专家简介:吴付科,华中科技大学数学与统计学院教授、博士生导师,主要从事随机微分方程及其相关领域研究,2011年入选教育部新世纪优秀人才支持计划,2014年获国家自然科学基金优秀青年基金,主要成果发表于SIAM系列,JDE和SPA等期刊上。
邀请人:连增 胡泽春