报告题目：Viability for Mixed Stochastic Differential Equations Driven by Fractional Brownian Motion and Its Application

报告摘要：In this talk, we focus on a class of stochastic differential equations driven by the standard Brownian motion and fractional Brownian motion with Hurst parameter 1/2<H<1 under a weaker conditions.In the sense of the pathwise Riemann-Stieltjes integral, we prove the convergence of solutions for the considered equations. By making use of some transformation techniques and approximation means, we obtain some sufficient conditions on the viability for the stochastic systems under investigation. Subsequently, by using some distance functions, we establish some necessary conditions and some sufficient conditions for the viability property with respect to a given non-empty closed set K, but K can be not smooth. As applications of the results, we explore the comparison theorems about the mixed stochastic differential equations driven by fractional Brownian motion under some non-Lipschitz conditions.

报告人简介：李治，博士，教授。长江大学信息与数学学院副院长。主要研究方向为随机分析与数理金融。现主持国家自然科学基金项目一项，主持完成中国博士后基金一等资助项目一项，主持完成省部级项目多项。以第一作者或者通讯作者在Journal of Theoretical Probability、Proceedings of the American Mathematical Society、Applied Mathematics and Optimization、Applied Soft Computing等重要期刊上发表SCI收录论文50余篇。获国家产学研合作创新成果奖三等奖一项。

报告时间：2024年05月30日 9:00-10:00

报告地点：同析4号楼 322会议室