主講人：吳付科 華中科技大學(xué)教授
時(shí)間：2023年12月14日15：00
地點(diǎn)：騰訊會(huì)議 757 559 342
舉辦單位：數(shù)理學(xué)院
主講人介紹：吳付科，華中科技大學(xué)教授，數(shù)學(xué)與統(tǒng)計(jì)學(xué)院副院長。主要從事隨機(jī)微分方程及其相關(guān)領(lǐng)域研究，2014年獲得國家自然科學(xué)基金委員會(huì)優(yōu)秀青年基金資助，主要成果發(fā)表于SIAM J. App. Math.、SIAM J. Control Optim.、 SIAM J. Numer. Anal.等知名期刊上。
內(nèi)容介紹：This paper focuses on the Euler schemes for stochastic delay differential equations (SDDEs) with locally Lipschitz coefficients. The convergence in probability of two explicit Euler schemes and the asymptotic error distribution of the normalized error process are established. By the results and methods established, this paper also examines the normalized error process for a class of special stochastic degenerate system. When the delay is removed, the convergence rate of the asymptotic error distribution is also obtained by formulation of the Cauchy problem, which is very novel and has been noted in previous literature.