一、题目

Numerical solutions of SDEs and their invariant measures

二、主讲人

Chenggui Yuan

三、摘要

In this talk, I will review the convergence and the rate of the convergence of EM scheme of SDEs under several conditions. Moreover, I will discuss the long-term behaviour of the numerical solutions including the invariant measures, and the relationship between invariant measures of the true solutions and invariant measures of the numerical solutions.

四、主讲人介绍

Chenggui Yuan，英国Swansea University教授。

五、邀请人

陈章 数学学院教授

六、时间

11月30日（周二）15:00-16:00

七、地点

腾讯会议，会议ID：116 247 139

八、主办方

山东大学数学学院