报告题目 (Title): Strong Convergence of Neutral Stochastic Functional Differential Equations with Two Time-Scales(两个时间尺度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
报告地点 (Place):腾讯会议:661-860-447 会议密码:123456
邀请人(Inviter):阳芬芬
主办部门:金沙威尼斯欢乐娱人城数学系
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.