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Stabilization for SDEs driven by G-Brownian motion

2018-12-13 00:00

Speaker: Ren Yong

unit:

Time: 2018-12-05 16:00-17:00

Venue: The Wei Jin Road No. 6 Building 111 campus teaching

starttime: 2018-12-05 16:00-17:00

Profile:


Theme：
Stabilization for SDEs driven by G-Brownian motion
Time：
2018-12-05 16:00-17:00
Venue：
The Wei Jin Road No. 6 Building 111 campus teaching
Speaker：
Ren Yong

Abstract

In this talk, I firstly recall the theory of G-expectation and G-Ito stochastic analysis. Then，I propose the related developments on G-SDEs. Finally, I give our recent results on the stabilization of G-SDEs based on different controllers.
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