科学研究
报告题目:

Limit theorems for regime-switching SDEs with infinite delay

报告人:

王亚(华中科技大学)

报告时间:

报告地点:

金沙9001cc诚为本西北楼一楼报告厅(103)

报告摘要:

This paper focuses on a class of regime-switching functional diffusion processes with infinite delay and develops a central limit theorem (CLT) for additive functionals under uniform mixing conditions. In addition, a law of iterated logarithm (LIL) for the additive functionals is also established by using the square integrable martingale difference sequences. Finally,a Freidlin-Wentzell type large deviations principle (LDP) is established by using an extended contraction principle and an exponential approximation argument under a local one-side Lipschitz condition.