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數(shù)理與金融學(xué)院學(xué)術(shù)報(bào)告預(yù)告

發(fā)布時(shí)間:
2022-05-13
發(fā)布人:
張輝
瀏覽量:
458

報(bào)告題目(一):An exponential nonuniform Berry-Esseen bound of fractional Ornstein-Uhlenbeck process

報(bào)告人:蔣輝

報(bào)告時(shí)間:2022年5月20日(星期五)14:30-15:30

報(bào)告地點(diǎn):騰訊會(huì)議(480-506-589)

主辦單位:安徽省高端裝備智能控制國(guó)際聯(lián)合研究中心,,數(shù)理與金融學(xué)院,,科技處,,研究生部

 

報(bào)告摘要:In this talk, we study asymptotic properties for maximum likelihood estimator of unknown parameter in fractional Ornstein-Uhlenbeck process. By using the change of measure method and asymptotic analysis technique, we establish an exponential nonuniform Berry-Esseen bound for the maximum likelihood estimator. As applications, the optimal Cramér-type moderate deviation can be obtained. This is a joint work with Zhou Jingying.

報(bào)告人簡(jiǎn)介:蔣輝,,南京航空航天大學(xué)數(shù)學(xué)系教授,博士生導(dǎo)師,。2008年6月博士畢業(yè)于武漢大學(xué),,專業(yè)為概率論與數(shù)理統(tǒng)計(jì),研究方向?yàn)殡S機(jī)分析與大偏差理論,,隨機(jī)過(guò)程統(tǒng)計(jì)推斷等,,在Bernoulli,Journal of Applied Probability,,Journal of Theoretical Probability,、Stochastic Analysis and Applications,Journal of Statistical Planning and Inference等國(guó)內(nèi)外概率統(tǒng)計(jì)學(xué)術(shù)期刊發(fā)表學(xué)術(shù)論文多篇,。主持國(guó)家自然科學(xué)基金面上,,青年以及天元項(xiàng)目,中國(guó)博士后面上以及特別資助項(xiàng)目等,。獲教育部高等學(xué)校優(yōu)秀科研成果二等獎(jiǎng)以及湖北省自然科學(xué)二等獎(jiǎng)(排名第二),。

 

 

報(bào)告題目(二) Derivatives of intersection local time for two independent symmetric \alpha-stable processes

報(bào)告人:申廣君

報(bào)告時(shí)間:2022年5月20日(星期五)15:30-16:30

報(bào)告地點(diǎn):騰訊會(huì)議(480-506-589)

主辦單位:安徽省高端裝備智能控制國(guó)際聯(lián)合研究中心,,數(shù)理與金融學(xué)院,,科技處,研究生部

 

報(bào)告摘要 : In this talk,  we consider (k_{1},…,k_eokgemuq0)-order derivatives of intersection local time for two independent d-dimensional symmetric \alpha-stable processes. We first study the sufficient condition for the existence of higher-order derivatives, which makes us obtain the exponential integrability and H\{o}lder continuity Then we show that this condition is also necessary for the existence of higher-order derivatives of intersection local time at the origin.

Moreover, we also study the power variation of higher-order derivatives.

報(bào)告人簡(jiǎn)介:申廣君,,理學(xué)博士,,安徽師范大學(xué)數(shù)學(xué)系教授,博士生導(dǎo)師,,安徽省學(xué)術(shù)和技術(shù)帶頭人,,安徽省杰出青年科學(xué)基金獲得者,。主要研究分?jǐn)?shù)布朗運(yùn)動(dòng)及其相關(guān)過(guò)程的隨機(jī)分析,成果主要發(fā)表在Science China Mathematics,,Journal of Differential Equations,,Journal of Theoretical Probability等期刊,主持兩項(xiàng)國(guó)家自然科學(xué)基金面上項(xiàng)目,。