澳门蒲京娱乐场

科学研究
报告题目:

Asymptotic Properties of Delay Differential Systems with Wideband Noise Perturbations

报告人:

吴付科 教授(华中科技大学)

报告时间:

报告地点:

理学院东北楼四楼报告厅(404)

报告摘要:

Because a wideband noise is easily realized in applications and because it well approximates a white noise, this work focuses on delay differential equations subject to wideband noise perturbations. By using perturbed test function methods combined with martingale techniques, this paper shows that when the small parameter tends to zero, the underlying process converges to a limit that is governed by solutions of a stochastic delay differential equation. It is noticeable that this limit stochastic differential equation not only depends on the delay term, but also the second delay. Not only are the results interesting from a mathematical point of view, but also they will be of great utility to a wide range of problems in control and optimization problems.