Probability & Statistics Seminar

LIMIT THEOREMS FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

  • 演讲者:巫静副教授 中山大学

  • 时间:2017-05-24 11:00-12:00

  • 地点:科研教学服务中心706

讲座简介:

We establish various limit theorems for multivalued stochastic dierential equations with non-Lipschitz continuous coefficients:


Moreover, a global semi-flow is obtained for stochastic dierential equations reflected in closed, convex domains.