一、报告题目：

Invariant Measure of Regime-Switching Processes

二、特邀报告人：

Chenggui Yuan

三、报告时间：

2021年6月30日 19：00

四、参会方式：

腾讯会议ID: 488 2330 4823

五、摘要：

This presentation are divided into four main parts: 1) existence and uniqueness of invariant measure of the solutions of regime-switching processes,

2) existence and uniqueness of invariant measure of the EM numerical schemes of regime-switching processes,

3)existence and uniqueness of invariant measure of the backward EM numerical schemes of regime-switching processes,

4) the convergence of the numerical invariant measure as the stepwise tends to zero.

六、主讲人简介：

Chenggui Yuan received the BSc degree from Mathematic Department of Central China Normal University, Wuhan, China in 1985; MSc degree from Mathematic Department of Beijing Normal University, Beijing, China in 1988; PhD degree from Research Department of Central South University, Changsha, China in 1994. He obtained the second PhD at the Department of Statistics and Modelling Science, University of Strathclyde. He was a postdoc at University of Cambridge in 2003-2004. He joined the Department of Mathematics of Swansea University as a lecturer in 2004, and he is now a professor of Swansea University. He is a member of the London Mathematical Society and is an associate editor for Nonlinear Analysis:Hybrid systems, Numerical Algorithms and Discrete & Continuous Dynamical Systems-S.

七、主办单位：

数学与交叉科学研究中心