主讲人：Professor Xuerong Mao，University of Strathclyde

时间：2021年8月1日19:00

地点：腾讯会议 737 3753 2094

举办单位：数理学院

内容介绍：This summer SDE course will begin with Higham et al 2002 but concentrate on the  truncated Euler-Maruyama. The course will not only discuss the finite-time  strong convergence and its rates but also the long-term properties including  stability and boundedness. As an important application, the course will develop  new numercial schemes for the well-known stochastic Lotka--Volterra model for  interacting multi-species. We will show how to modify the truncated  Euler-Maruyama to establish a new positive preserving truncated EM (PPTEM).