亚博买球

唐晓博士学术报告

发布时间: 2020年12月24日 作者: 王小捷   消息来源:     阅读次数: []

亚博买球baogaotimu: stability analysis of general linear multistep methods for decoupled forward backward stochastic differential equations

baogaoren: tangxiao boshi(nanfangkejidaxue)

亚博买球baogaoshijian: 2020nian12yue28ri 9:50—12:30

baogaodidian: tengxunhuiyi 774 219 769

baogaozhaiyao: in this talk, we focus on the stability analysis of a general class of linear multistep methods for decoupled forward backward stochastic differential equations (fbsdes). the general linear multistep methods we consider contain many well-known linear multistep methods from the ordinary differential equations (odes) framework such as adams, nystrom, milne-simpson and backward differentiation formulas (bdf) methods. under the classical “root condition”, we prove that the general linear multistep methods are mean-square (zero) stable for the decoupled fbsdes with generator function related to both y and z. based on the stability result, we further establish a fundamental convergence theorem.

baogaorenjianjie: tangxiaoboshi,xianweinanfangkejidaxueboshihou,hezuodaoshiweixiongjiejiaoshou,2018nianzaixiangtandaxuequdejisuanshuxueboshixuewei,yanjiufangxiangweisuijiweifenfangchengshuzhijiedeng,yanjiuchengguofabiaohuojijiangfabiaozaiima j. numer. anal.、advance comput math、bitdengjisuanshuxueguojiyiliukanwu。

fangxiangweisuijiweifenfangchengshuzhijiedeng,yanjiuchengguofabiaohuojijiangfabiaozaiima j. numer. anal.、advance comput math、bitdengjisuanshuxueguojiyiliukanwu。



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