Lecture on "Numerical Solutions of SDEs with Irregular Coefficients"

December 15, 2022

Speaker: Chenggui Yuan, professor, Swansea University

Date: December 15, 2023

Time: 18:30-20:00

Location: Tencent Meeting

Sponsor: School of Mathematics, Shandong University

Abstract:

Stochastic differential equations (SDEs) with irregular coefficients have been widely studied. In this talk, I will discuss the strong convergence and the weak convergence of SDEs with irregular coefficients. The convergence rate will be investigated under different irregular conditions on coefficients.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/173813.htm