活動時間：2024-06-11 15:00
活動地點：2号學院樓331
主講人：Xuerong Mao
主講人中文簡介：
Xuerong Mao (毛學榮)，英國Strathclyde大學數學與統計系教授，愛丁堡皇家學會會士，教育部海外名師，教育部長江講座教授，東華大學兼職特聘教授。
活動内容摘要：
In this talk we will explain how the ordinary differential equations (ODEs) are not enough to model the underlying stochastic quantity and why stochastic differential equations (SDEs) appear naturally. Several well-known SDE models will be presented including the Nobel prize winning model in finance, stochastic SIS epidemic model, stochastic Lotka-Volterra model in population dynamics. We will then explain how SDE models differ significantly from ODE models and reveal the crucial role of noise. We will then emphasise that the use of SDE models depend on the estimation of system parameters. In the case when the model has only a few parameters, we show how they can be estimated by the classical statistical methods, e.g., the least-square method; while when there are lots of parameters, we will show how the deep learning plays its crucial role.
主持人：胡良劍