学术报告：Stability of McKean-Vlasov SFDE with common noise

报告时间：8月1日（星期四）下午15:00-16:00

报告地点：沙河校区，二教111

报告人：Yuan Chenggui，Swansea University，教授

报告摘要：In this talk, we shall present a class of McKean-Vlasov stochastic functional differential equations (SFDEs) with common noise in which the dynamic of the underlying process depends on its history. Firstly, we will investigate the well-posedness of McKean-Vlasov SFDEs with common noise under the global Lipschitz condition by the fixed point theorem and derives the conditional propagation of chaos. Secondly, we will study the stability theory of a class of McKean-Vlasov SFDEs with common noise and the stability equality between the McKean-Vlasov SFDEs with common noise and the corresponding particle system. Thirdly, by using this theory, the stabilization of the McKean-Vlasov SDEs with common noise by the delay feedback control will be discussed.

报告人简介：Chenggui obtained a BSc degree from Central-China Normal University in 1985, a MSc degree from Beijing Normal University in 1988, a PhD degree from Changsha Railway University (Central South University) in 1994. He was a Lecturer and an Associate Professor in Changsha Railway University from 1994 to 2000. Then he moved to UK as a PhD student in University of Strathclyde from 2000 to 2003. He was a research associate in University of Cambridge from 2003 to 2004. He moved to Swansea University as a Lecturer in 2004, then he was promoted to Senior Lecturer, Reader and Professor. His research fields are stochastic analysis, stochastic control and population dynamics. He has published more than 130 papers. He is now an Associate Editor of three international journals.

撰稿人：刘洁

审稿人：邓露