With the invitation of Professor Xiyou Cheng and associated Professor Zhouping Li of the school of mathematics and statistics of Lanzhou Universtity,Dean and Professor Yong Ren of of the school of mathematics and statistics of Anhui Normal Universtity, will visit our school from 26 September 2019 to 28 September 2019 to conduct academic exchanges and make an academic report.
Title: Quasi-surely exponential stability and stabilization of stochastic delay differential equations under G-expectation framework
Time: AM 9:30, September 27, 2019
Place: Room 911, Qiyun Building
Abstract: This talk mainly include four parts. In the first part, I briefly recall some basic knowledge on G-Brwonian motion and related stochastic analysis. In the second part, I introduce the stability for stochastic differential equations driven by G-Brownian motion (GSDEs, in short). In the third part, we establish the stability results for GSDEs with delay by the comparison with GSDEs. In the last part, we give an application on the stabilization for unstable ODE by stochastic perturbation with G-Brownian motion.
Probincial Key Laboratory of Applied Mathematics and Complex Systems, Gansu Province
School of Mathematics and Statistics
Cuiying Honors College
September 24, 2019