Speaker: Xu Lihu, Associate Professor, University of Macau

Date: December 2, 2022

Time: 19:00-20:00

Location: Zoom

Sponsor: Research Center for Mathematics and Interdisciplinary Sciences, Shandong University

Abstract:

In this talk, we will develop an EM scheme to approximate the ergodic measure of the SDE driven by stable process, and obtain a bound for the Wasserstein-1 distance between the ergodic measures of EM scheme and the SDE. We show that this bound is optimal. The method is by a recently developed probability approximation framework and Malliavin calculus. The work is based on the joint work with Peng Chen, Changsong Deng and Rene Schilling.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/170754.htm