讲座内容：Stochastic Modelling and Applications
讲座人：毛学荣教授
讲座时间：11月22日 15:00-16:30
腾讯会议：现代交通中心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：
毛学荣，英国Strathclyde大学数学与统计系终身教授，爱丁堡皇家学会（即苏格兰皇家科学院）院士。也是教育部“长江学者讲座教授”和教育部“海外名师”，获得英国沃弗森研究功勋奖。近日，Guide2Research 发布了全球数学领域顶尖科学家榜单，他列英国第1位，全球第93位。毛学荣教授是国际知名的随机分析和随机控制领域的专家，是现代随机稳定性领域的奠基人，其出版的专著和论文被相关领域的学者广泛引用，在概率论、随机分析和随机控制领域知名期刊发表论文300余篇，均篇他引100余次。他擅长随机分析、随机系统数值计算和随机系统控制理论，在对随机系统处理方面，提出了一系列开创性的方法与技巧，很有特色，被广泛采用和推崇。
