The University of Liverpool
Department of Mathematical Sciences
Division of Statistics and Probability
SEMINAR
Exponential Mean-Square Stability of Hybrid Stochastic Differential
Equations
Dr Chenggui Yuan
Wednesday, 1st November 2006, 2pm
The Whittaker Room (211)
Abstract:
Positive results are derived concerning the long time dynamics of
numerical simulations of stochastic differential equation systems with
Markovian switching. Euler--Maruyama and
implicit theta-method discretizations are shown
Following the talk, tea and biscuits will be available in Room 304
ALL WELCOME
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Ingrid Harper
University of Liverpool
Department of Mathematical Sciences
Division of Statistics and Probability
Mathematical Sciences Building
Peach Street
Liverpool L69 7ZL
Tel: 0151 794 4751
Fax: 0151 794 4754
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