应学院邀请，北京理工大学席福宝教授将来我院作学术报告。
报告题目：Asymptotic Properties of Stochastic Hamiltonian Type Jump Diffusion Systems with Countable Regimes
报告摘要：In this talk we give an introduction to the stochastic systems with regime-switching, then focus on a class of stochastic Hamiltonian type jump diffusion system with state-dependent switching, in which the switching component has countably infinite many states. First, we prove the existence and uniqueness of the underlying processes by virtue of successive construction methods. Next, we establish the Feller property by coupling methods. Furthermore, we prove the strong Feller property by introducing some auxiliaryprocesses and making use of appropriate Radon-Nikodym derivatives.Finally, on the basis of the above results, we obtain the exponential ergodicity under the Foster-Lyapunov drift condition.
报告时间：2023年12月15日下午3:00
邀 请 人：王才士 教授
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报告人简介
席福宝，北京理工大学教授，博士生导师。担任中国工程概率统计学会常务理事和美国《Mathematical Reviews》评论员，曾担任中国概率统计学会理事。主要从事马氏过程与随机分析，应用概率论领域的研究工作；特别地，关于切换跳扩散过程的随机稳定性、Feller性、强Feller性、指数遍历性、强遍历性以及收敛速度估计等方面，取得了一系列重要研究成果；部分论文发表在SIAM Journal on Control and Optimization, Stochastic Processes and their Applications, Journal of Differential Equations,Journal of Applied Probability, Science China Mathematics等国内外重要学术期刊上。
甘肃省数学与统计学基础学科研究中心
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2023年12月11日
