Diffusion approximations of fully coupled stochastic functional differential equations with Two-time Scales
At the invitation of Center for Mathematical Sciences and School of Mathematics and Physics of CUG, Professor Fuke Wu from Huazhong University of Science and Technologygave a talk titled “Diffusion approximations of fully coupled stochastic functional differential equations with Two-time Scales” on Oct 14th, 2021. Teachers and students in School of Mathematics and Physics in related research fields attended this academic colloquium.
This talk was concerned with diffusion approximations of fully coupled stochastic functional differential equations with Two-time Scales. By the martingale method, the average principle is established. To overcome these difficulties from this functional term, this paper has to examine properties of the segment process, including the Hölder continuity, tightness on the space C([0, T]; C([-τ, 0];
)) and so on. It is also needed to examine that the fast variable is continuously dependent on the slow segment process.
