Dynamic Systems with Random Switching and Applications

[TMCSC]

July 17, 2018  15:30-16:30

W303  School of Mathematics, Sichuan University

[lecture]Gang George Yin0717-01.png

SPEAKERS

Gang George Yin (Department Mathematics Wayne State University)

ABSTRACT

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.

ORGANIZERS

Hui Kou (Sichuan University)

Xu Zhang (Sichuan University)

Jie Zhou (Sichuan University)

SUPPORTED BY

Tianyuan Mathematical Center in Southwest China

School of Mathematics, Sichuan University

LECTURE NOTES

TMCSC180717a_Gang George Yin_Random Dynamic Systems with Switching and Applications

VIDEO

  • Dynamic Systems with Random Switching and Applications
  • 15:30 - 16:30, 2018-07-17
  • Gang George Yin (Department Mathematics Wayne State University)