邵井海 | Stability of regime-switching processes under perturbations

时间:2019-10-08浏览:10设置

时间:2019年10月17日(周四) 16:00-17:00
地点:中北校区理科大楼A1716报告厅
题目: Stability of regime-switching processes under perturbations
主讲人:邵井海,天津大学教授
摘要: In this talk we shall introduce some results on the stability of regime-switching processes under the perturbation of the transition rate matrices. From the viewpoint of application, two kinds of perturbations are studied: the size of the transition rate matrix is fixed, and only the values of entries are perturbed; the values of entries and the size of the transition matrix are all perturbed. Moreover, both regular and irregular coefficients of the underlying system are investigated, which clarifies the impact of the regularity of the coefficients on the stability of the underlying system. 

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