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SUMMARY:Asymptotic behavior of solutions of stochastic differential equati
 ons with markov switching and applications
DTSTART:20251215T133000Z
DTEND:20251215T143000Z
DTSTAMP:20260915T031700Z
UID:indico-event-15716@indico.math.cnrs.fr
DESCRIPTION:Speakers: Nguyen Huu Du (Vietnam institute for advanced study 
 in mathematics)\n\nThis talk deals with some results concerning to the dyn
 amic behavior of a two species in an eco-system\, described by Markov regi
 me switching differential equation:$\\dot{x} = xa(\\xi(t)\, x\, y)$$\\dot{
 y} = yb(\\xi(t)\, x\, y)\,$or by reaction-diffusion equation$u_t(t\, x) = 
 d_1\\Delta u(t\, x) + ua(\\xi(t)\, u\, v)$$v_t(t\, x) = d_2\\Delta v(t\, x
 ) + vb(\\xi(t)\, u\, v)$where $(\\xi(t))$ is a Markov process valued in a 
 finite set $S$\, which can be considered as a factor switching environment
  conditions. We are interested in giving sufficient and almost necessary c
 onditions to the permanence or extinction of solutions by constructing a t
 hreshold\; describing ω-limit sets\, attractors of the system\; The ergod
 icity of systems has been studied in case it is permanent.\n\nhttps://indi
 co.math.cnrs.fr/event/15716/
LOCATION:E2 1180 (Tours)
URL:https://indico.math.cnrs.fr/event/15716/
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