报告人: 吴付科  教授

工作单位: 华中科技大学

报告时间:10月19日下午4:30

报告地点: 数学与统计学院一楼报告厅

报告摘要:

  In contrast to the use of white noise in stochastic models, wideband noise is more realistic for various applications. White noise is a good process to work with, but it is difficult to realize in real applications, whereas wideband noise is a good approximation to white noise. This work is focused on functional differential equations subject to wideband noise. By virtue of the ideas of functional derivatives developed in recent work on functional It\^o formula, using perturbed test function methods combined with martingale techniques, this paper shows that when the small parameter tends to zero, the underlying process converges to a limit that is governed by solutions of a stochastic functional differential equation. This paper also gives an integro-differential system with wideband noise as an example and examines its asymptotic properties. Not only are the results interesting from a mathematical point of view, but also they will be of great utility to a wide range of problems in control and optimization problems.

报告人简介：

吴付科，教授，博士生导师，1976年11月生于河南邓州，2003年博士毕业于华中科技大学数学与统计学院。主要从事随机微分方程以及相关领域的研究，2011年入选教育部新世纪优秀人才支持计划，2012年入选华中科技大学“华中学者”，2014年获得基金委优秀青年基金资助，2015年获得湖北省自然科学奖二等奖，2017年获得英国皇家学会"牛顿高级学者"基金，SCI期刊《IET Control Theory & Applications》编委。近年来，在SIAM J. Appl. Math., SIAM J. Numer. Anal., SIAM J. Control Optim., Numer. Math., J. Differential Equations, Automatica和IEEE TAC等国际权威期刊发表论文80余篇，全部为SCI收录。共主持5项国家自然科学基金、一项教育部新世纪优秀人才基金、一项英国皇家学会“高级牛顿学者”基金和一项美国数学学会（AMS）访问基金，出版一部专著(与胡适耕教授和黄乘明教授合著: 随机微分方程, 科学出版社, 2008)和一部译著(与刘金山副教授合译：随机微分方程：导论与应用, 科学出版社, 2012年)。