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Stability analysis of Stochastic Differential Equations
2018-12-22 12:28  

报告题目:Stability analysis of Stochastic Differential Equations

报 告 人:Prof. Rakkiyappan Rajan

报告时间:2018年12月24日 9:00-10:00

报告地点:数统院307学术报告厅

报告摘要:Stochastic differential equations (SDEs) have come to play an important role in many branches of

          science and industry. An area of  particular interest has been the automatic control of SDEs, with

          consequent emphasis being placed on the analysis of stability. This talk will demonstrate the

          manifestations of the method of Lyapunov functions in the study of stochastic stability. The course

          will not only address the classical stability in probability and the modern exponential stability and

          stochastic stabilization but also discuss the new developments on stochastic stability of neural

          networks with time delays.

报告人简介:Rakkiyappan Rajan was an undergraduate student in the field of Mathematics during 1999-2002 from Sri

            Ramakrishna Mission Vidyalaya College of Arts and Science and a post graduate in Mathematics from

            PSG College of Arts and Science affiliated to Bharathiar University, Coimbatore, Tamil Nadu, India

            from 2002-2004. He was awarded his Doctor of Philosophy in the year 2011 from the Department of

            Mathematics, Gandhigram Rural University, Gandhigram, Tamil Nadu, India. Presently, he is an

            Assistant Professor at Bharathiar University. He has visited as a Research Professor the Research

            Center for Wind Energy Systems, Kunsan National University,558 Daehak-ro, Gunsansi 54150, Republic.

            of Korea from June-2017 to May-2018. His research interests include stochastic and impulsive

            systems, neural networks, complex systems, and fractional order systems. To his credit, he has

            published more than 100 papers in international journals.

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