第06回

  • 講演者:土屋 貴裕 氏(会津大学)
    • 題目:A note on strong convergence rate for SDEs with (dis)continuous diffusion coefficients via stability problem
    • 日時:平成26年6月11日(水)16:30–17:30

We consider the stability problems of one dimensional stochastic differential equations when the diffusion coefficients satisfy the so called Nakao-Le Gall condition. The explicit rate of convergence of the stability problems are given by the Yamada-Watanabe method.

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