报告题目 (Title):Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics (无穷时滞混合随机泛函微分方程:近似与数值)
报告人 (Speaker):毛学荣 教授(英国斯克莱德大学)
报告时间 (Time):2024年11月18日(周一) 15:00-17:00
报告地点 (Place):校本部GJ303
邀请人(Inviter):李常品、蔡敏
报告摘要:This talk is to discuss if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is established for a large class of highly nonlinear hybrid SFDEs with infinite delay. Our new theory makes it possible to numerically approximate the solution of the hybrid SFDE with infinite delay, via the numerical solution of the corresponding hybrid SFDE with finite delay.