應學院邀請，北京理工大學席福寶教授将來我院作學術報告。
報告題目：Asymptotic Properties of Stochastic Hamiltonian Type Jump Diffusion Systems with Countable Regimes
報告摘要：In this talk we give an introduction to the stochastic systems with regime-switching, then focus on a class of stochastic Hamiltonian type jump diffusion system with state-dependent switching, in which the switching component has countably infinite many states. First, we prove the existence and uniqueness of the underlying processes by virtue of successive construction methods. Next, we establish the Feller property by coupling methods. Furthermore, we prove the strong Feller property by introducing some auxiliaryprocesses and making use of appropriate Radon-Nikodym derivatives.Finally, on the basis of the above results, we obtain the exponential ergodicity under the Foster-Lyapunov drift condition.
報告時間：2023年12月15日下午3:00
邀 請 人：王才士 教授
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報告人簡介
席福寶，北京理工大學教授，博士生導師。擔任中國工程概率統計學會常務理事和美國《Mathematical Reviews》評論員，曾擔任中國概率統計學會理事。主要從事馬氏過程與随機分析，應用概率論領域的研究工作；特别地，關于切換跳擴散過程的随機穩定性、Feller性、強Feller性、指數遍曆性、強遍曆性以及收斂速度估計等方面，取得了一系列重要研究成果；部分論文發表在SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Differential Equations,Journal of Applied Probability, Science China Mathematics等國内外重要學術期刊上。
甘肅省數學與統計學基礎學科研究中心
77779193永利
2023年12月11日
