时 间：2025年6月5 日（周四）13：30 - 14：30
地 点：普陀校区理科大楼A1514
报告人：张振中 东华大学教授
主持人：危佳钦 华东师范大学教授
摘 要：
In this talk, we consider the long time behavior for pure diffusions with Markov switching. Some sufficient conditions for the maximum principle、Harnack inequality for such systems have been provided. As by product, we show that the CIR model with Markov switching has a unique stationary distribution. Finally, we provide a new approach to estimate the states of the switching chain.
报告人简介：
张振中，东华大学数学与统计学院教授、博士生导师，入选上海市东方英才计划拔尖项目。主要研究受控的混杂跳扩散系统及其应用。在Insurance: Mathematics & Economics、Journal of Applied Probability、Potential Analysis 等国际重要期刊发表论文30多篇。