报告题目：Time-changed stochastic differential equations and their numerical approximations

报告时间：2020年7月19日下午15:00-18:30

报告地点：腾讯会议 ID：987 834 934

报 告 人：刘暐 博士（上海师范大学）

报告摘要：In this talk, my current research interests on time-changed stochastic differential equations and their numerical approximations are briefly presented. Some important papers in this area will be reviewed firstly. Then, two very recent published works (Liu, Mao, Tang and Wu 2020 ANM; Deng and Liu 2020 BIT) will be introduced. Finally, some on-going works will be discussed.

报告人简介：刘暐，英国斯特拉斯克莱德大学博士，拉夫堡大学博士后，上海师范大学副教授。主要研究方向是随机微分方程理论、数值及相关应用，发表SCI论文二十余篇，部分研究成果发表在 Ann. Probab.、SIAM J. Control Optim. 、 J. Differential Equations等相关领域国际顶级期刊。