首页 > 学术报告 > Content
学术报告

Numerical approximation of stochastic differential equations with non-global Lipschitz coefficients

作者:    发布时间:2019-02-28    浏览次数:
Title：结合实际科学问题的 应用数学研究的回顾和展望---郭友中数理讲座Speaker：甘四清（中南大学应用数学与金融数学系系主任）Time：2018.12.22-23Location: Center for Mathematical Sciences, Room 813摘要：In this talk, I will first introduce the motivation of numerical analysis of stochastic differential equations (SDEs) with non-global Lipschitz coefficients. Then I will present our recent work on con...

Title：结合实际科学问题的 应用数学研究的回顾和展望---郭友中数理讲座

Speaker：甘四清（中南大学应用数学与金融数学系系主任）

Time：2018.12.22-23

Location: Center for Mathematical Sciences, Room 813


摘要：

In this talk, I will first introduce the motivation of numerical analysis of stochastic differential equations (SDEs) with non-global Lipschitz coefficients. Then I will present our recent work on convergence of numerical methods for such SDEs.