Approximation of Invariant Measures for Regime-Switching Diffusions
- Date
- May 26, 2017
- Time
- 11:00 AM - 12:00 PM
- Speaker
- Prof. Chenggui Yuan
- Affiliation
- Swansea University
- Series
- TUD Mathematik AG Analysis & Stochastik
- Language
- en
- Main Topic
- Mathematik
- Other Topics
- Mathematik
- Host
- Prof. Dr. R. Schilling
- Description
- !!!! Bitte Änderung für Zeit und Ort beachten! In this talk, we are concerned with long-time behavior of Euler-Maruyama schemes associated with regime-switching SDEs and SFDEs. We also investigate numerical invariant measures converge in the Wasserstein metric to the underlying ones.
- Links
Last modified: May 23, 2017, 6:47:52 PM
Location
TUD Willers-Bau (WIL C 207)Zellescher Weg12-1401069Dresden
- Homepage
- https://navigator.tu-dresden.de/etplan/wil/00
Organizer
TUD MathematikWillersbau, Zellescher Weg12-1401069Dresden
- Phone
- 49-351-463 33376
- Homepage
- http://tu-dresden.de/mathematik
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