报告问题 (Title):Comparison theorem of stochastic differential equations(随机微分方程的较量定理)
报告人 (Speaker):袁成桂 教授(英国斯旺西大学Swansea University)
报告时间 (Time):2022年6月24日 (周五) 15:00-17:00
报告所在 (Place):腾讯聚会(聚会号:479-633-530 无密码)
约请人(Inviter):阳芬芬
主理部分:理学院数学系
报告摘要:The comparison theorem of stochastic differential equations is a very important topic in stochastic analysis, has been investigated by many authors. In this talk, firstly, we will review the comparison theorem of stochastic differential equations, we then introduce the the comparison for stochastic differential delay equations, stochastic differential delay equations with jumps, distribution dependent neutral stochastic functional differential equations and neutral stochastic functional differential equations driven by G-Brownian motion.