报告题目：Numerical solutions of SDEs with irregular coefficients

报告时间：2023-12-20 16:00-17:00

报 告 人 ：袁成桂  教授  英国斯旺西大学

报告地点：概率统计系办公室

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.