报告人：王燕青 西南大学

题目：A Numerical Scheme for Backward Stochastic Volterra Integral Equations

摘要：In this talk, we consider the Euler method for backward stochastic Volterra integral equations. First, we approximate the original equation by a family of BSDEs. Then we solve the BSDEs by the Euler method. Finally, by virtue of the numerical solutions to BSDEs, we get the numerical solution to original equation and obtain the global $1/2$ order convergence speed in $L^2$ norm.

时间：2016年9月28日（周三）下午3:30-4:30

地点：知新楼 B1238