Statistique - Probabilités - Optimisation et Contrôle

Random periodic processes and periodic measures

by Feng Chunrong


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.