PIMS Colloquium: Yingfei Yi

  • Date: 03/19/2015
  • Time: 15:00
Yingfei Yi, University of Alberta

University of British Columbia


Concentration of Stationary Measures


The talk concerns limit behaviors of stationary measures of diffusion processes generated from white-noise perturbed systems of ordinary differential equations. By relaxing the notion of Lyapunov functions associated with the stationary Fokker-Planck equations, new existence and non-existence results of stationary measures will be presented. As noises vanish, concentration and limit behaviors of stationary measures will be described with particular attentions paying to the special role played by multiplicative noises. Connections to problems such as stochastic stability, stochastic bifurcations, and the ergodicity hypothesis will also be discussed.

Other Information: 

Location: ESB 2012