报告人：毛学荣(英国Strathclyde大学数学与统计系，爱丁堡皇家学院院士)

报告题目：The Truncated Euler-Maruyama Method for Stochastic Differential Delay Equations

报告摘要：The numerical solutions of stochastic differential delay equations (SDDEs)

under the generalized Khasminskii-type condition were discussed by Mao (2011) and the theory there showed that the Euler--Maruyama (EM) numerical solutions converge to the true solutions \emph{in probability}. However, there is so far no result on the strong convergence (namely in $L^p$) of the numerical solutions for the SDDEs under this generalized condition. In this paper, we will use the truncated EM method developed by Mao (2015) to study the strong convergence of the numerical solutions for the SDDEs under the generalized Khasminskii-type condition.

报告人简介：毛学荣教授是英国思克莱德大学数学与统计系教授、英国爱丁堡皇家学院院士，获得英国沃弗森研究功勋奖。国际知名的随机稳定性和随机控制领域的专家，在本学科领域享有很高的声誉, 为现代随机稳定性领域的奠基人。出版学术专著5部，在国际SCI学术杂志上发表论文200余篇。有10多篇论文进入Science Direct最热门文献（TOP 25 Hottest Articles）。

报告时间：2018年11月4日(星期日)上午10:00-11:00

报告地点：科技楼(南楼)602