Lecture on "Singularly Perturbed Stochastic Functional Differential Equations"

December 8, 2023

Speaker: Fuke Wu, professor and doctoral supervisor, Huazhong University of Science and Technology

Date: December 8, 2023

Time: 10:00-11:00

Location: B924, Zhixin Building,Shandong University

Sponsor: School of Mathematics, Shandong University

Abstract:

This talk examines singularly perturbed stochastic functional differential equations (SFDEs). The fast component system under consideration is also described by the SFDE, which introduces essential difficulties. This talk aims to establish the averaging principle to simplify the original system. To overcome the difficulty due to delay and the coupling of the segment process, some properties as the Holder continuity and tightness on a space of continuous functions have to be investigated for the segment process. This work coauthors with Professors George Yin and Chao Zhu.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/186130.htm