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Set-Valued Stochastic Processes and Related Problems

 
Title:
Set-Valued Stochastic Processes and Related Problems
Speaker:
张金平 副教授,华北电力大学
Inviter: 李向东 研究员
Time & Venue:

2022.1.18 16:30 N613

Abstract:

As an extension of classical stochastic process, set-valued stochastic processes have been studied and employed to describe complicated real world. In this talk, at first we shall introduce the fundamental theory of set-valued stochastic processes. Then we consider the set-valued integral with respect to Lebesgue measure, set-valued stochastic integrals with respect to Brownian motion and Poisson point process in an M-type 2 Banach space. At last we will consider the existence and uniqueness of the strong solution to the set-valued stochastic differential equations with Brownian motion diffusion and Poisson jump.

Affiliation:  

学术报告中国科学院数学与系统科学研究院应用数学研究所
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