Lecture By Prof.Xiang Lv of Shanghai Normal University
time: 2019-07-09

Speaker: Prof.Xiang Lv(Shanghai Normal University)

Title: Existence of stable stationary solutions and unstable stationary solutions for nonlinear stochastic differential equations with additive noise

Time: Thurs, Jul.11 2019, AM:9:20-10:20

Location: Room 4224, Building No.4, Wushan Campus

  

Abstract:   

      Suppose that the feedback function is either order-preserving or anti-order-preserving in the usual vector order and the global Lipschitz constant of the feedback function is less than the absolute of the negative (positive) principal eigenvalue of the linear stable (unstable) matrix, we prove that the stochastic system has a unique stationary (stable or unstable) solution. This a joint work with Prof. Jifa Jiang.