Random periodic processes and periodic measures

par Feng Chunrong

mercredi 23 janv. 2019, 10:30 → 10:59 Europe/Paris

In my talk, firstly I will introduce the concepts of random periodic processes and periodic measures. Secondly, I will discuss the analytical and numerical approach of random periodic solutions and periodic measures for some SDEs. One particular example will be discussed. For the numerical part, we use Euler-Maruyama scheme and the error will be given. This is a joint work with Huaizhong Zhao.