题 目: Analysis and simulations for non-Gaussian stochastic system
主讲人:王晓 副教授
单 位:中文色情
时 间:2025年10月23日 15:00
地 点:中文色情
南阶教室
摘 要:We first introduce the non-Gaussian processes, multiscale stochastic systems, nonlocal equations. Then, we show the averaging principle and the numerical methods for multiscale stochastic systems driven by stable processes. Lastly, we present the numerical methods for the nonlocal equation driven by stable processes. Some related applications are also presented .