报告问题 (Title): Strong Convergence of Neutral Stochastic Functional Differential Equations with Two Time-Scales(两个时间标准的中立型随机泛函微分方程的强收敛性)
报告人 (Speaker):袁成桂 教授(英国斯旺西大学Swansea University)
报告时间 (Time):2024年10月17日 (周四) 14:00
报告所在 (Place):腾讯聚会:661-860-447 聚会密码:123456
约请人(Inviter):阳芬芬
主理部分:理学院数学系
报告摘要:
This talk is to discuss the strong convergence of neutral stochastic
functional differential equations (NSFDEs) with two time-scales. The existence and uniqueness of invariant measure of the fast component is proved by using Wasserstein distance and the stability-in-distribution argument. The strong convergence between the slow component and the averaged component is also obtained by the the averaging principle in the spirit of Khasminskii's approach.