9-16天元基金几何与随机分析及其应用交叉讲座之81【蒋继发】

发布者:系统管理员发布时间:2017-09-08浏览次数:28

报告题目:Small-Gain Theorems for Nonlinear Stochastic Systems Admitting Multiplicative Noise with Inputs and Outputs

报告人:
上海师范大学 蒋继发教授

报告时间:9月16日  下午3:00-4:00

报告地点:1218

摘要:

This talk focuses on exploring the global stability of nonlinear stochastic feedback systems on the nonnegative orthant driven by multiplicative white noise and presenting a couple of small-gain results. We investigate the dynamical behavior of pull-back trajectories for stochastic control systems and prove that there exists a unique globally attracting positive random equilibrium for those systems whose output functions either possess bounded derivatives or are uniformly bounded away from zero. Our results can be applied to well-known stochastic Goodwin negative feedback system, Othmer-Tyson positive feedback system and Griffith positive feedback system as well as other stochastic cooperative, competitive and predator-prey systems. This is a joint work with Dr. Lv Xiang.