Prof.  Kai  Liu
University of Liverpool,  UK

Title: Sensitivity to Small Delays of Pathwise Stability for Stochastic Retarded Evolution Equations

Abstract:

In this talk, we shall study the pathwise exponential stability property for a class of stochastic functional evolution equations with delays, possibly, in the highest-order derivatives driven by multiplicative noise.  Different from the usual methods that one may first consider the moment exponential stability and then proceed to investigate, based on the established moment stability, the pathwise exponential stability of the systems, we develop a direct approach to attack this problem. As a consequence, we can show that some systems, which are not exponential momently stable, have the exponential stablility not sensitive to small delays in the almost sure sense.

Biography:

I am a permanent staff member in the Department of Mathematical Sciences, The University of Liverpool, Peach Street, Liverpool, L69 7ZL, U.K. I published a few research papers and two monographs in stochastic stability. My research interests focus on Stochastic Partial Functional Differential Equations, Probability and Stochastic Modelling, Stochastic Control and Optimization.