Limit Theorems for Distribution Dependent Jump Processes with Random Switching
报告题目：Limit Theorems for Distribution Dependent Jump Processes with Random Switching
报告专家：席福宝 教授（北京理工大学）
报告时间：2022年12月30日（星期五）10:30-11:30
报告地点：腾讯会议：833-515-948 会议密码：1230
报告摘要：
In this work we consider a class of distribution dependent jump processes with random switching, where the switching processes may have a finite or a countably infinite state space. By virtue of the martingale approach, we first establish the existence and uniqueness theorem of the underlying processes for a special Markovian switching case. Using a martingale function, we then transfer the existence and uniqueness result onto the general state-dependent switching case. In particular, we provide a typical example, the Schlogl model with random switching, which means that the reaction coefficients are random but not deterministic constants. Moreover, we finally establish the law of large numbers and the central limit theorem for the processes with mean field interactions.
专家简介：
席福宝，北京理工大学教授、博士生导师。担任中国工程概率统计学会常务理事，中国概率统计学会会员，美国《Math. Reviews》评论员。主要从事马氏过程与随机分析领域的研究工作，特别地，关于切换跳扩散过程的随机稳定性、Feller性、强Feller性、指数遍历性、强遍历性以及收敛速度估计等方面，取得了一系列重要研究成果；部分论文发表在SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Differential Equations, Journal of Applied Probability, Science China Mathematics等国内外重要学术期刊上。
邀请人：胡泽春