Dynamic Systems with Random Switching and Applications
July 17, 2018 15:30-16:30
W303 School of Mathematics, Sichuan University
Gang George Yin (Department Mathematics Wayne State University)
Many problems arising in applications involve random noise influence as well as interactions of continuous and discrete events. In this talk, we study dynamic systems with random switching and provide a survey of some of our recent results in the past few years. A number of examples in applications are given. Then we take a closer look at switching diffusions. In addition to the state space of the switching being a finite set, we allow the switching process taking values in a countable set and the associate operator being past dependent. We examine recurrence, ergodicity, and stability of the system.