報告題目:Comparison Theorem of Stochastic Differential Equations.
報告嘉賓:袁成貴 教授,Swansea University(英國斯旺西大學(xué))
報告時間:2019年7月10日(星期三)上午10:00
報告地點:北辰校區(qū)理學(xué)院(西教五)305室
報告摘要:
In this talk, the existence and uniqueness of strong solutions to distribution dependent neutral SFDEs are proved. We give the conditions such that the order preservation of these equations holds. Moreover, we show these conditions are also necessary when the coefficients are continuous. Under sufficient conditions, the result extends the one in the distribution independent case, and the necessity of these conditions is new even in distribution independent case.