Keynote Speaker:Feng Chunrong

Abstract:

In this talk, I will first talk an ergodic theory of an expectation-preserving map on a sublinear expectation space. We also study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. As an example we show that G-Brownian motion on the unit circle has an invariant expectation and is ergodic. Moreover, I will discuss the ergodic theory of invariant capacity.

This is a joint work with Huaizhong Zhao.

Introduction to the Speaker:

Feng Chunrong, Associate Professor of the Department of Mathematical Sciences, Durham University, UK.

She was admitted to the MD-PhD Program of Shandong University after her graduation from Shanghai Normal University in 2001 and studied under the instruction of Academician Peng Shige. During the study here, she went to Loughborough University under the instruction of Professor Zhao Huaizhong as the first doctoral student in the cooperative doctoral candidate education program of Shandong University and Loughborough University. She started to work in the School of Mathematical Sciences of Shanghai Jiao Tong University in August 2007 and was admitted by Loughborough University as a doctoral candidate in 2009. In October 2010, she was employed as a Lecturer in the Department of Mathematical Sciences of Loughborough University and was later promoted to a senior lecturer. In the meantime, she was rated as a Distinguished Young Scholar of Shandong University. In August 2020, she was employed as an Associate Professor in the Department of Mathematical Sciences, Durham University.

She is mainly engaged in researches on stochastic calculus, stochastic (partial) differential equations, rough process, backward stochastic differential equation, stochastic dynamic systems, stochastic periodic processes, ergodic theory, nonlinear expectation, etc. She has published more than ten articles in such international journals asJournal of Functional Analysis,Journal of Differential Equations,Stochastic Processes and their ApplicationsandNonlinearity. In particular, the stochastic periodic theory, developed by her and Prof. Zhao Huaizhong together, has been highly commented by her peers. This theory is referred to as a "pioneering work" and "important result" in this paper, has been applied to atmospheric dynamics, stochastic resonance and chaos in physics and many other fields, and has a promising prospect of application.

She has been granted project funds from the National Natural Science Foundation of China, the Ministry of Education of the People's Republic of China, the Royal Society, and the London Mathematical Society. And she has instructed nearly 10 doctoral students.

Inviter:

Wu Panyu Associate Professor

Time:

17:00-18:00 on October 26 (Monday)

Location:

Tencent Meeting ID: 436 200 369

Sponsored by: School of Mathematics, Shandong University