講座內容：Stochastic Modelling and Applications
講座人：毛學榮教授
講座時間：11月22日 15:00-16:30
騰訊會議：現代交通中心7950
Abstract：
One of the important problems in many branches of science and industry, e.g., pandemic, ecology, biology, engineering, finance, social science, is the specification of the stochastic process governing the behaviour of an underlying quantity. We here use the term underlying quantity to describe any interested object whose value is known at present but is liable to change in the future. In this talk, we will explain how the ordinary differential equations (ODEs) are not enough to model the underlying stochastic quantity and why stochastic differential equations (SDEs) appear naturally. Several well-known SDE models will be presented including the Nobel prize winning model in finance, stochastic SIS epidemic model, stochastic Lotka-Volterra model. We will then show how SDE models differ significantly from ODE models and highlight how we can make use of noise in various applications including stochastic stabilisation, volatility effect in finance, population explosion suppressed by noise, extinction of infected individuals by noise in epidemic.
Short Bio：
毛學榮，英國Strathclyde大學數學與統計系終身教授，愛丁堡皇家學會（即蘇格蘭皇家科恒达）院士。也是教育部“長江學者講座教授”和教育部“海外名師”，獲得英國沃弗森研究功勛獎。近日，Guide2Research 發布了全球數學領域頂尖科學家榜單，他列英國第1位，全球第93位。毛學榮教授是國際知名的隨機分析和隨機控製領域的專家，是現代隨機穩定性領域的奠基人，其出版的專著和論文被相關領域的學者廣泛引用，在概率論、隨機分析和隨機控製領域知名期刊發表論文300余篇，均篇他引100余次。他擅長隨機分析、隨機系統數值計算和隨機系統控製理論，在對隨機系統處理方面，提出了一系列開創性的方法與技巧，很有特色，被廣泛采用和推崇。
