报告题目:Comparison Theorem and its Application to State-dependent Regime-switching Processes
主 讲 人:邵 井 海 教授
单 位:天津大学
时 间:9月5日9:00
腾 讯 ID:972 962 155
摘 要:
Regime-switching processes are widely used to model dynamical systems living in a random environment. A continuous-time Markov chain or an even general jumping process is included to characterize the qualitative structural changes of the system. In this talk we introduce a comparison theorem in order to study the long time behavior of the state-dependent regime-switching processes. Moreover, a result on the continuous dependence of the initial values is presented.
简 介:
邵井海,天津大学教授,博士生导师,1996年至2003年就读于北京师范大学数学系,获学士和硕士学位,后为北京师范大学与法国孛艮第大学联合培养博士生,并分别于2005年12月和2006年9月获得北京师范大学与法国孛艮第大学博士学位。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。在 Prob. Theory Rel. Fields, J. Funct. Anal., Stoch. Proc. Appl., SIAM Control Optim, SIAM J Math Anal.等杂志发表论文30余篇。