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概率统计系列学术报告:Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion

发布人:日期:2023年03月21日 16:41浏览数:

报告题目:Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion

报 告 人:申广君教授(安徽师范大学)

报告时间:2023322日  10:30

报告地点:腾讯会议(252369045

报告摘要:

In this talk, we first introduce averaging principle for distribution dependent stochastic differential equations driven simultaneously by fractional Brownian motion with Hurst index H>1/2 and standard Brownian motion. Then we introduce an averaging principle for a fast-slow system of stochastic differential equations involving distribution dependent coeffcients driven by both fractional Brownian motion and standard Brownian motion.

报告人简介:

申广君,安徽师范大学教授、博士生导师,安徽省学术和技术带头人,安徽省杰出青年科学基金获得者,安徽师范大学学科带头人。主要从事随机过程与随机分析方向的研究。研究成果主要发表在Science China MathematicsJournal of Differential EquationsJournal of Theoretical ProbabilityNonlinear AnalysisHybrid Systems等学术期刊,主持两项国家自然科学基金面上项目等。

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