报告题目:Large deviations for regime-switching diffusions with infinite delay
报 告 人:吴付科教授(华中科技大学)
报告时间:2023年6月4日 10:00
报告地点:格物楼302学术报告厅
报告摘要:
This paper focuses on a class of regime-switching functional diffusion processes with infinite delay. A Freidlin-Wentzell type large deviation principle (LDP) for such regime-switching diffusions is established by usi ng an extended contraction principle and an exponential approximation argument under a specifically local one-side Lipschitz condition, which is a new result even for the case without regime-switching. Finally, several interesting examples are given to illustrate our results.
报告人简介:
吴付科,华中科技大学教授,数学与统计学院副院长。主要从事随机微分方程及其相关领域研究,2011年入选教育部新世纪优秀优秀人才支持计划,2014年获得国家自然科学基金委员会优秀青年基金资助,主要成果发表于SIAM J. App. Math.、SIAM J. Control Optim.、 SIAM J. Numer. Anal.等知名期刊上。