报告题目：Averaging principle for stochastic fractional differential equations

报告时间：2020年5月16日（周六）下午16:20—17:10

报告人：吴奖伦 教授

报告地点：Zoom云会议（ID：838 4831 5631, 密码：nanxinda60）

报告摘要：This talk will address stochastic averaging for two classes of stochastic fractional differential equations. The first type of equation is driven by standard Brownian motion and fractional Brownian motion. We combine the pathwise approach with the It\^o stochastic calculus to handle both stochastic integrals involved to show that the original equation can be approximated by averaged stochastic equation in the manner of mean square convergence [joint work with Bin Pei and Yong Xu, Appl Math Lett (2020) 106006]. The second type of equation is a fractional heat equation driven by a stochastic measure. We establish the time averaging principle, by utilisingBesov space techniques [joint work with Guangjun Shen and Xiuwei Yin, Appl Math Lett (2020) 106404].

欢迎广大师生踊跃参加！

数学与统计学院

2020年5月15日

附：专家简介

吴奖伦教授现任职于英国斯旺西大学，是陕西省“百人计划”特聘教授、江苏师范大学双聘教授、华中科技大学数学中心东湖讲座教授。在《Stochastic Processes and their Applications》、《Journal of Functional Analysis》、《Journal of Differential Equations》等国际著名期刊上发表学术论文80多篇。其研究领域包括：随机分析、非标准分析和无穷维分析；研究问题包括：数理金融、数学物理、特殊结构量子场和统计力学等学科中与概率论相关的无穷维分析问题。