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。