主题: Limit theorems for stochastic variational inequalities主讲人: Prof. Jiagang Ren地点: 松江校区2号学院楼331报告厅时间: 2016-05-27 15:30:00组织单位: 理学院数学系
主讲人简介：Prof. Jiagang Ren (Sun Yat-Sen University, National crackajack young persons, Changjiang Scholars)
报告摘要：We prove several limit theorems for one-dimensional stochastic variational inequalities with Holder coefficients, including: Euler approximation, Yosida approximation, and stability. Our basic tool is local times for semimartingales.
报告主持：闫理坦
报告语言：英 语