主题：Weak Euler Approximation for Stochastic Differential Equations
Stochastic differential equations are used as mathematical models for random dynamic phenomena in applications arising from fields such as finance and insurance, to capture continuous and discontinuous uncertainty. For many applications, a stochastic differential equation does not have a closed-form solution and the weak Euler approximation is applied. In such numerical treatment of stochastic differential equations, it is of theoretical and practical importance to estimate the rate of convergence of the discrete time approximation. In this talk, we study the dependence of the rate of convergence on the regularity of the coefficients and driving processes, for diffusion processes as well as SDEs with jumps.
Changyong Zhang earned a Bachelor of Engineering in Mechanical Engineering and Automation from South China University of Technology, a Master of Science in High Performance Computation for Engineered Systems from National University of Singapore (Singapore-MIT Alliance) (Advisor: Jie Sun), a Master of Philosophy in Network Planning and Optimisation from Imperial College London (Advisor: Robert Rodosek), and a Doctor of Philosophy in Applied Mathematics from the University of Southern California (Advisor: Remigijus Mikulevicius). Prior to joining Curtin University Malaysia as an associate professor in the Department of Finance and Banking, Changyong Zhang had been affiliated with Xi'an Jiaotong-Liverpool University as a lecturer in the Department of Mathematical Sciences, the University of Leoben as a postdoctoral researcher in the Department of Mathematics and Information Technology (Advisor: Erika Hausenblas), and Uppsala University as a postdoctoral researcher in the Department of Mathematics (Advisor: Kaj Nystrom). Along with teaching experience in Finance and Mathematics related courses, Changyong Zhang's research interests lie in interdisciplinary fields, including Financial Economics, Operations Research, and Stochastic Analysis, with papers being published in a number of ABDC-ranked and WoS-indexed journals.