报告题目: Euler-Maruyama scheme for the SDE driven by stable process
时 间：2022年11月22日（星期二）上午9：00-
地 点：腾讯会议（ID：735-910-760）
主 办：数学与统计学院
参加对象：统计系老师与学生
报告摘要： In this talk, we will develop an EM scheme to approximate the ergodic measure of the SDE driven by stable process, and obtain a bound for the Wasserstein-1 distance between the ergodic measures of EM scheme and the SDE. We show that this bound is optimal. The method is by a recently developed probability approximation framework and Malliavin calculus. The work is based on the joint work with Peng Chen, Changsong Deng and Rene Schilling.
报告人简介：徐礼虎，现为澳门大学副教授，主要研究方向为随机分析，极限定理，斯坦因方法等。目前共发表40余篇论文。