Người báo cáo: Ngô Hoàng Long
Thời gian: 9h30, Thứ 3 ngày 30/5/2017
Địa điểm: Phòng 4, Nhà A14, Viện Toán học, 18 Hoàng Quốc Việt, Cầu Giấy, Hà Nội
Tóm tắt: We start this talk with a brief introduction to the theory of stochastic differential equations. Then we discuss several approaches to approximate the solution of a stochastic differential equation. Finally we present some recent results on the convergence of the Euler-Maruyama scheme for stochastic differential equations with non-Lipschitz coefficients.
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