The Truncated Euler–Maruyama Method for Stochastic Differential Delay Equations

发布时间:2018-11-08发布部门:理学院

主题:   The Truncated Euler–Maruyama Method for Stochastic Differential Delay Equations主讲人:   Xuerong Mao (毛学荣)地点:   松江校区2号学院楼331理学院报告厅时间:   2018-11-19 14:30:00组织单位:   理学院

主讲人简介:

Xuerong Mao(毛学荣),英国斯克莱德大学(University of Strathclyde)数学与统计系教授,苏格兰皇家学会院士,教育部海外名师,东华大学兼职特聘教授。


内容摘要:

Recently, Mao (2015) developed a new explicit numerical method, called the truncated EM method, for SDEs under the Khasminskii-type condition plus the local Lipschitz conditionand established the strong convergence theory. In this paper, we will use this new truncated EM method to study the strong convergence of the numerical solutions for the SDDEs under the generalized Khasminskii-type condition.




视频:   摄影: 撰写:胡良剑  信息员:唐晓亮  编辑:向娟

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