一、报告题目

Two scale fractional SDEs

二、主讲人

李雪梅

三、报告时间

2022年4月6日 18:00

四、报告地点

Zoom: 742 675 3864

五、摘要

The talk would be on recent progress on two scale stochastic systems.Multi-scales in time scales are present everywhere, these have been a lot of investigations on such systems modelling Markov processes and deterministic systems,beyond which few tools were available. Auto correlations are observed in real world data. With rapid development in stochastic analysis, breakthroughs were made on two scale stochastic differential equations driven by fractional Brownian motions.I shall discuss some of these introducing and outling the fundamental ideas.

六、主讲人简介

Xue-Mei Li is a professor of Mathematics at Imperial College London. She was a recipient of Sino-British Friendship Scholarship, Alexander von Humboldt Research Fellowship, MSRI Research Fellowship, and Senior Royal Society Leverhulme Research Fellowship. She received multiple research grants from the National Science Foundation of USA and the EPSRC council of the U.K. On topics related to her research, she gave over a dozen invited courses in European, American and Asian Countries, and many public lectures. She is currently an associate editor of the Electronic Journal of Probability and associate editor of Electronic Communications in Probability.

七、主办单位

非线性期望前沿科学中心

数学与交叉科学研究中心