主讲人：Professor Xuerong Mao，University of Strathclyde
地点：天博体育手机 737 3753 2094
内容介绍：This summer SDE course will begin with Higham et al 2002 but concentrate on the truncated Euler-Maruyama. The course will not only discuss the finite-time strong convergence and its rates but also the long-term properties including stability and boundedness. As an important application, the course will develop new numercial schemes for the well-known stochastic Lotka--Volterra model for interacting multi-species. We will show how to modify the truncated Euler-Maruyama to establish a new positive preserving truncated EM (PPTEM).