理学院“格物论坛”学术报告（五十八）

报告题目: Functional  Itˆo  formula and stochastic stability analysis of stochastic functional differential equations

报告人：宗小峰 (教授，博士，中国地质大学（武汉）)

报告地点：理学院A513多功能厅

报告时间：2018年11月3日（周六）上午：10:00-11:00

报告摘要: By establishing a functional Itˆo formula, this work investigates asymptotic

behaviors of stochastic functional differential equations (SFDEs). Stability of general delay-dependent SFDEs is investigated by using degenerate Lyapunov functionals, which are only positive semi-definite rather than positive definite as used in the classical Lyapunov methods. This paper first establishes boundedness and regularity of SFDEs by using degenerate Lyapunov functionals. Then moment and almost sure exponential stabilities are obtained based on degenerate Lyapunov functionals and the semi-martingale convergence theorem. As applications of the stability criteria, consentability of stochastic multi-agent systems with nonlinear dynamics are studied.

报告人简介：宗小峰博士, 中国地质大学（武汉）自动化学院教授，在 IEEE Transactions on Automatic Control，Automatica, SIAM Journal on Control and Optimization 等期刊及IFAC、CDC等会议上发表学术论文20余篇。主持国家自然科学基金1项，中国博士后基金1项，参与国家973等项目。曾获得2015年湖北省优秀博士学位论文奖、2016年中国地质大学“地大学者“称号。