极速赛车官网

报告人：李运章 副研究员（复旦大学）

时间：2025年12月08日 11:00-

地址：数统学院LD718

摘要：In this talk, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations. After proving the well-posedness and regularity of the particle systems, we establish a quantitative convergence result for the empirical measures of the particle systems in the Wasserstein space, as the number of particles increases. Moreover, we discuss an Euler-Maruyama scheme of the particle system and validate its strong convergence. A numerical experiment is conducted to illustrate our results. This talk is based on the joint work with Kai Du and Yuyang Ye.

邀请人：张志民

欢迎广大师生积极参与！