Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching

：邵井海（天津大学）
：2023-06-20 10:00
：腾讯会议：312-805-061（无密码）

报告人：邵井海（天津大学）

时  间：2023年6月20日10:00

地  点：腾讯会议：312-805-061（无密码）

内容摘要:

To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant type switching. The convergence rate in the Wasserstein distance is estimated in terms of the difference between transition rate matrices. Our method is based on an elaborate construction of coupling processes in terms of Skorokhod's representation theorem for jumping processes. Moreover, we establish explicit criteria on the ergodicity and stability for stochastic hybrid systems with piecewise constant type switching. Some examples are given to illustrate the sharpness of these criteria.

个人简介：

邵井海，天津大学应用数学中心教授，博士生导师。2007年获得中国数学会“钟家庆数学奖”，2008获全国百篇优秀博士学位论文奖。邵井海主要从事概率论遍历性理论、随机分析、随机微分方程方面的研究工作，并且在轨道空间和环空间上运输不等式、最优映射问题、带切换扩散过程长时间行为等问题的研究中取得了一些成果。这些成果发表于PTRF, SICON, JFA, SIMA, SPA等学术期刊。

 

联系人：王文元