11月4日 董昭研究员学术报告(数统学院)——江苏高校优势学科概率统计前沿系列讲座之七十四

时间:2016-11-02浏览:35设置

报 告 人:董昭

报告题目:On Limiting Behavior of Stationary Measures for Stochastic Evolution Systems with Small Noise Intensity

报告时间:2016年11月 4日(周五)14:30

报告地点:静远楼1506报告厅

主办单位:数学与统计学院、科技处

报告摘要:

  Academy of Mathematics and Systems Science, Chinese Academy of Sciences The limiting behavior of stochastic evolution processes with small noise intensity $\epsilon$ is investigated in distribution-based approach. Let $\mu^{\epsilon}$ be stationary measure for stochastic process $X^{\epsilon}$ with small $\epsilon$ and $X^{0}$ be a semiflow on a Polish space.Assume that $\{\mu^{\epsilon}: 0<\epsilon\leq\epsilon_0\}$ is tight. Then all their limits in weak sense are $X^0-$invariant and their supports are contained in Birkhoff center of $X^0$.Applications are made to various stochastic evolution systems, including stochastic ordinary differential equations, stochastic partial differential equations, stochastic functional differential equations driven by Brownian motion or L\'{e}vy process.

报告人简介:

  董昭,中国科学院数学与系统科学研究院研究员,中国科学院大学岗位教授,北京航空航天大学数学科学院兼职教授。1990年北京师范大学数学系获硕士学位,1996年中国科学院应用数学研究所获博士学位。中国概率统计学会常务理事、应用概率统计编委。研究方向是:狄氏型与无穷维随机分析、 随机动力系统与随机偏微分方程、软件可靠性。在国内、国外发表论文40 余篇。主持2项国家自然基金项目,并参与多项科研项目,如973项目、基金委的创新研究群体等。