On stochastic functional differential equations with reflection: weak well-posedness, Markov property, and local contraction

报告人：巫静 教授

报告题目：On stochastic functional differential equations with reflection: weak well-posedness, Markov property, and local contraction

报告时间：2026年10月24日（周六）上午9：00

报告地点：云龙校区智华楼201报告厅

主办单位：数学与统计学院、数学研究院、科学技术研究院

报告人简介：

巫静,中山大学教授，主要从事随机微分方程及相关方面的研究, 相关成果发表在Ann. Probab., Stoch. Proc. Appl., J.Diff. Equa.等期刊上。

报告摘要：

In this talk we are going to discuss weak well-posedness and strong Markov property for stochastic functional differential equations with reflections on domains that may be nonsmooth and nonconvex. We also establish a locally contraction property for the laws of the segment process when an additional two-point condition is imposed on the reflecting domain.