报告题目：Ergodicity of Stochastic Functional Differential Equations with Infinite Delay

摘要：This work is devoted to stochastic functional differential equations (SFDEs) with infinite delay. First, existence and uniqueness of the solutions of such equations are examined. Because the solutions of the delay equations are not Markov, a viable alternative for studying further asymptotic properties is to use solution maps or segment processes. By examining solution maps, this work investigates the Markov properties as well as the strong Markov properties. Also obtained are adaptivity and continuity, mean-square boundedness, and convergence of solution maps from differential initial data. This paper then examines the ergodicity of underlying processes and establishes existence of the invariant measure for SFDEs with infinite delay under suitable conditions.

报 告 人：吴付科，教授，华中科技大学

报告时间：2015年10月28日（星期三）下午2:30-3:30

报告地点：瘦西湖校区38号楼学术报告厅

主办单位：数学科学学院

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