报 告 题 目：Some characterizations for switching Brownian motion

主 讲 人：张 振 中

单 位：东华大学

时 间：12月5日9:30

腾 讯 ID: 810-798-416

摘 要：

In this talk, we focus on some properties and the maximum distribution estimates  for one-dimensional Brownian motion with Markov switching. The explicit expressions for density functions, the mean exit time and Laplace transform of the exit time are obtained by solving the corresponding Poisson problem. The results disclose the impact on mean exit time and the Laplace transform of the exit time as δ₁ tends to δ₂.  Furthermore, an appropriate upper bound and an appropriate lower bound on the probabilities are given for switching Brownian motion.

简 介：

张振中，现为东华大学教授、博士生导师。2009年获中南大学理学博士学位。 主要研究方向为受控的混杂跳扩散系统及应用。 近几年，在《Potential Analysis》、 《Journal of Applied Probability》、《Insurance: Mathematics and Economics》等期刊发表论文二十多篇。 现主持国家自然科学基金与科技部科研项目各一项。