Random periodic solutions for stochastic differential equations with non-uniform dissipativity


主讲人:鲍建海  天津大学教授


地点:腾讯会议 199 235 861


主讲人介绍:鲍建海教授现任职于天津大学应用数学中心。主要从事随机分析等相关领域研究。2013 年01月获英国斯旺西大学博士学位;2012 年9 月-2013 年8月在美国韦恩州立大学从事Research Fellow;2017年1月-2019年12月在英国斯旺西大学从事博士后研究;2013年9月-2020年6月,在中南大学数学与统计学院工作。

内容介绍:This talk is concerned with the existence and uniqueness of random periodic solutions for SDEs, where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection coupling approach, we investigate the existence of random periodic solutions in the sense of distribution for SDEs without memory, where the drifts are merely dissipative at long distance. On the other hand, via the synchronous coupling strategy, we establish respectively the existence of pathwise random periodic solutions for functional SDEs with a finite time lag and an infinite time lag, in which the drifts are only dissipative on average rather than uniformly dissipative with respect to the time parameters.

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