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Stationary Solutions of Stochastic Retarded Linear Equations with Additive Noise
Prof. Kai LIU (The University of Liverpool, UK)
2018-01-01 12:13  华东师范大学

报告题目: Stationary Solutions of Stochastic Retarded Linear Equations with Additive Noise
演讲人: Prof. Kai LIU (The University of Liverpool, UK)
时间: 2011年6月23日(星期四)上午10:00—11:00
地点: 华东师大闵行校区数学系126会议厅

摘要
In this talk, we shall consider stationary (mild) solutions for a class of retarded functional linear differential equations with additive noise in Hilbert spaces. We first introduce a family of retarded Green operators for the stochastic systems. A criterion imposed on the Green operators is presented to identify a unique stationary solution for the systems considered. Under strong quasi-Feller property, it is shown that this criterion is a sufficient and necessary condition to guarantee a unique stationary solution.