时间：2013年12月23日（周一）10:00-11:00
地点：旗山校区理工楼统计实验室109
主讲：Swansea University 袁成桂教授
主办：数学与计算机科学学院
专家简介：Dr Yuan got the master degree from Beijing Normal University at 1988, and a PhD degree in Changsha Railway University at 1994. He was promoted to be a associate professor at 1996 in Changsha Railway University. In 2000, he went to Scotland to do the second PhD degree. In 2003-2004, he was a research associate in the University of Cambridge in England, he then moved to Swansea University in Wales as a lecturer, he was promoted to be a senior lecturer in 2008 and a Reader in 2011. His research interests are: stochastic analysis and its applications.
报告摘要：In this talk, I will introduce the numerical schemes of SDEs and SDDEs. Mainly, I will discuss the convergence and the rate of convergence of the numerical solutions.