报告题目: Asymptotic Behavior of Multi-Scale Stochastic Differential Equations
时 间：2023年5月23日（星期二）上午9:30
地 点：理工南楼618
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, I will present some recent results on the asymptotic behavior of multi-scale stochastic differential equations. More precisely, I am gong to discuss the averaging principle and its strong and weak convergence rates, as well as the central limit type theorem and diffusion approximation for multi-scale stochastic system. Then, some key techniques in the proofs are also presented.
报告人简介：孙晓斌，江苏师范大学数学与统计学院副教授。2015年6月博士毕业于南开大学数学科学学院，师从谢颖超教授。毕业后在江苏师范大学数学与统计学院任教。主要研究领域为随机（偏）微分方程，已在Bernoulli，AIHP，Potential Anal. 等多个概率统计领域的著名期刊上发表论文。