报告题目:Long time behavior of regime-switching diffusion processes
报告人:邵井海 教授
报告摘要:Regime-switching diffusion processes are used to model the systems in a random environment characterized by a switching process in a discrete space. The coexistence of continuous and discrete components in this dynamic system makes it much more difficult to analyze its long time behavior such as ergodicity, stability or invariant measures. In this talk, I shall introduce some basic results on the ergodicity and invariant probability measures of such system to show its elementary features.
报告时间:4月17日 9:10-10:10
报告地点:统计学院213会议室
报告人简介:邵井海教授于2006年获得北京师范大学与法国第戎大学的理学博士学位,同年在北京师范大学留校任教。2010年被聘为副教授。2007年,赴德国伯恩大学跟随K. Sturm教授做两年博士后研究。2017年被天津大学聘为教授。
邵井海教授主要从事概率论遍历性理论、随机分析、随机微分方程方面的研究工作。多篇论文发表在著名数学刊物,包括J. Functional Analysis, Probability Theory and Related Fields, SIAM J. Control Optim, SIAM J. Math. Anal., Stochastic Processes and their Applications.
2007年,邵井海教授获得中国数学学会“钟家庆数学奖”,2008年,获得“全国百篇优秀博士学位论文奖。