Asymptotic properties and numerical analysis of the solution to hybrid stochastic differential equations with jumps
报告人：毛伟
报告地点：数学与统计学院617报告厅
报告时间：2018年07月14日星期六16:20-17:00
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报告摘要：
In this paper, we are concerned with the asymptotic properties and numerical analysis of the solution to hybrid stochastic differential equations with jumps. Applying the theory of M-matrices, we will study the pth moment asymptotic boundedness and stability of the solution. Under the non-linear growth condition, we also show the convergence in probability of the Euler-Maruyama approximate solution to the true solution. Finally, some examples are provided to illustrate our new results.
主讲人简介：
毛伟，江苏第二师范学院副教授，主要从事随机微分方程稳定性和数值解法的研究工作。近年来,在“Journal of computational and applied mathematics”,“Discrete and continuous dynamical systems series B”,“Statistics and probability Letters”等期刊发表论文20多篇。主持国家自然科学青年基金和江苏省高校自然科学基金，获得江苏省高校“青蓝工程”优秀青年骨干教师，江苏省“333高层次人才培养工程”中青年科学技术带头人称号。
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