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Speaker:

Wei SUN,Concordia University, Canada

Inviter:  
Title:
Periodic solutions of stochastic differential equations driven by Levy
Time & Venue:

2019.7.3 15:30 N620

Abstract:

We first show the well-posedness of the SDEs driven by Levy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the SDEs. To establish the ergodicity and uniqueness of periodic solutions, we investigate the strong Feller property and the irreducibility of the corresponding time-inhomogeneous semigroups when both small and large jumps are allowed in the equations. Some examples are presented to illustrate our results. This talk is based on joint work with Xiao-Xia Guo.

Affiliation:  

学术报告中国科学院数学与系统科学研究院日搏官网

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