江苏师范大学孙晓斌教授学术报告 4月2日上午

发布时间:2021-03-30浏览次数:422

报告题目【Strong and weak convergence rates for slow-fast stochastic differential equations driven by $\alpha$-stable process

时间:2021年4月2日(星期五)上午 09:00

地点:腾讯会议(ID: 293 373 785)

主讲:江苏师范大学孙晓斌教授 

主办:数学与信息学院

参加对象:统计系老师与学生


报告摘要:In this talk, we study the averaging principle for a class of stochastic differential equations driven by $\alpha$-stable processes with slow and fast time-scales, where $\alpha\in(1,2)$. We prove that the strong and weak convergence orders are $1-1/\alpha$ and 1 respectively. We show, by a simple example, that $1-1/\alpha$ is the optimal strong convergence rate. This is a joint work with Professors Longjie Xie and Yingchao Xie.


报告人简介:孙晓斌,江苏师范大学教授,主要从事随机分析及其应用,随机(偏)微分方程的研究,已在Bernoulli,Ann. Inst. Henri Poincare Probab. Stat.,Potential Anal. 等多个概率统计领域的著名期刊上发表论文。