Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
报告专家：邵井海（天津大学）
报告时间：2024年7月23日（星期二）下午14：30-15：30
报告地点：数学学院西303报告厅
报告摘要：A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching component simply by Markov chains. Moreover, a sharp estimate on the stability of Markovian regime-switching processes under the perturbation of transition rate matrices is provided. Our approach is based on the elaborate constructions of switching processes in the spirit of Skorokhod's representation theorem varying according to the problem being dealt with. In particular, this method can cope with the switching processes in an infinite state space and not necessarily being of birth-death type. As an application, some known results on ergodicity and stability of state-dependent regime-switching processes can be improved.
专家简介：邵井海，天津大学应用数学中心教授，博士生导师。2006年获得北京师范大学与法国第戎大学的理学博士学位。2007 年获中国数学会钟家庆奖。2008 年获得全国百优博士论文奖。主要研究兴趣：无穷维随机分析，泛函不等式, 带切换扩散过程及相关优化控制问题。在轨道空间和环空间上运输不等式、最优映射问题，以及带切换扩散过程长时间行为等问题的研究中取得了一些成果,发表在 PTRF, SICON, JFA, SPA等期刊。
邀请人：连增 胡泽春
