当前位置: 华中科技大学数学与统计学院 > 科学研究 > 学术活动 > 正文

热点关注

【学术报告】2018年3月19日上午毛学荣教授来我院举办学术讲座

2018-03-16 09:06:20    浏览次数:

字体 色彩方案

报告人:毛学荣教授(英国Strathclyde大学数学与统计系,爱丁堡皇家学院院士)

报告题目:Convergence Rate and Stability of the Truncated Euler--Maruyama Method for Stochastic Differential Equations

报告摘要:Recently, Mao (2015) developed a new explicit method, called the truncated Euler–Maruyama (EM) method, for the nonlinear SDE and established the strong convergence theory under the local Lipschitz condition plus the Khasminskii-type condition. In his another follow-up paper (Mao, 2016), he discussed the rates of Lq-convergence of the truncated EM method for q≥2 and showed that the order of Lq-convergence can be arbitrarily close to q∕2 under some additional conditions. However, there are some restrictions on the truncation functions and these restrictions sometimes might force the step size to be so small that the truncated EM method would be inapplicable. The key aim of this paper is to establish the convergence rate without these restrictions. The other aim is to study the stability of the truncated EM method. The advantages of our new results will be highlighted by the comparisons with the results in Mao (2015, 2016) as well as others on the tamed EM and implicit methods

报告人简介:毛学荣教授是英国斯克莱德大学数学与统计系教授、英国爱丁堡皇家学院院士,福建省“外专百人计划”获得者,“长江讲座教授”获得者,获得英国沃弗森研究功勋奖。国际知名的随机稳定性和随机控制领域的专家,在本学科领域享有很高的声誉, 为现代随机稳定性领域的奠基人。出版学术专著5部,在国际SCI学术杂志上发表论文200余篇。有10多篇论文进入Science Direct最热门文献(TOP 25 Hottest Articles)。

报告时间:2018年3月19日(星期一)上午:10:00-11:00

报告地点:科技楼(南楼)602