报告题目：On Averaging Principles for Stochastic Variational Inequalities
报告人： 巫静 中山大学
报告时间：12月9日 16:00
报告地点：Zoom 95430041067，密码：123456
摘要：
We establish an averaging principle for a separated time-scale system of fully coupled stochastic system characterized by stochastic variational inequalities. Under local Lipschitz continuous conditions, we show that the classical weak convergence result holds for this type of stochastic systems. Strong convergence is also studied for the cases when the diffusion cofficients of the slow motions do not depend on the fast motion components. Asanapplication,we study the homogenization of generalized backward SDEs and semilinear PDEs with nonlinear Neumann boundary conditions. This is a joint work with Zhen-Qing Chen.
