| Biography | |
|---|---|
 Prof. Quanxin Zhu Hunan Normal University, China |
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| Title: Stability of stochastic nonlinear systems driven by Levy processes | |
| Abstract: In this talk, we first introduce the background, definition and properties of Levy processes, and then present stochastic nonlinear systems driven by Levy processes. In comparison to the standard Gaussian noise, Levy noise has more versatile and interesting with a wider range of applications. However, Levy noise makes the analysis more difficult owing to the discontinuity of its sample paths. We attempt to overcome this difficulty and discuss the existence and uniqueness of the solution as well as several stochastic stability criteria, etc. Furthermore, we consider the exponential stability problem for a class of stochastic delay differential equations driven by Levy processes. Several new stability theorems are obtained by developing a method-----proof by contradiction. In particular, the time-varying delay in our results is not required to be differentiable, even not continuous. Our results improve greatly some previous works given in the literature. | |
| Biography: Quanxin Zhu received the Ph.D. degree from Sun Yat-sen (Zhongshan) University, Guangzhou, China, in 2005. He is currently a Professor with Hunan Normal University. He received the Alexander von Humboldt Foundation of Germany. He is a Highly Cited Scientist in the world, in 2018 and 2019. He has authored or co-authored more than 180 SCI journal papers. His research interests include random processes, stochastic control, stochastic differential equations, stochastic partial differential equations, stochastic stability, nonlinear systems, Markovian jump systems, and stochastic complex networks. He is a Senior Member of the IEEE. He was a recipient of the 2011, Annual Chinese One Hundred the Most Influential International Academic Paper Award and has been one of most cited Chinese researchers from 2014 to 2019, Elsevier. Prof. Zhu is also an Associate Editor of 8 journals and a Reviewer of more than 50 other journals. | |
