6-15天元基金几何与随机分析及其应用交叉讲座之118【巫静】

发布者:系统管理员发布时间:2018-06-13浏览次数:26


 

报告题目:Approximations and Limit Theorems for Multivalued Stochastic Differential Equations

报告人:巫静 副教授,中山大学 

时间:6月15(周五),上午10:00-11:00

地点:管理科研楼1218

摘要:

In this work, we consider the Euler and Yosida approximations of multivalued stochastic differential equations with non-Lipschitz coefficients and establish various limit theorem results.