Dr. Guoting Song, Northeast Normal University

Wang Xu, Associate Professor

Explicit approximations for super-linear stochastic delay differential equations

19:00-21:00 July 28(Thursday), Tencent Meeting ID: 271-923-871

We focus on explicit approximations for super-linear stochastic delay differential equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama schemes for SDDEs are proposed, in which numerical solutions are bounded in thepth moment forp≥2  and converge to the exact solutions strongly in any finite interval. The 1/2 order convergence rate is yielded. Furthermore, the long-time asymptotic behaviors of numerical solutions, such as stability and ergodicity are examined.