报告主题：随机延时微分方程的几乎必然指数稳定性
报告人：Xuerong Mao 教授 (University of Strathclyde)
报告时间：2017年4月11日（周二）10:00
报告地点：校本部G507
邀请人：胡广大教授
主办部门：永利数学系
报告摘要：This paper is concerned with the almost sure exponential stability of the multi-dimensional nonlinear stochastic differential delay equation (SDDE) with variable delays.It show that if the corresponding (non-delay) stochastic differential equation (SDE) admits a Lyapunov function (which in particular implies the almost sure exponential stability of the SDE) then there exists a positive number such that the SDDE is also almost sure exponentially stable as long as the delay is bounded. In the meantime,it will provide an implicit lower bound which can be computed numerically. Moreover,a new theory enables us to design stochastic delay feedback controls in order to stabilise unstable differential equations.
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