• 科學研究
科學研究
報告題目:

Central limit theorem and self-normalized moderate deviation for EM scheme

報告人:

徐禮虎 教授 （澳門大學）

報告時間:

報告地點:

騰訊會議 ID：125 125 944

報告摘要:

In this talk, we shall use an idea developed in the paper 'PTRF 174 (3-4), 945-979' to prove a central limit theorem for the EM scheme of an SDE. We prove that self-normalized moderate deviation also holds. This is a joint work with Jianya Lu (a PhD student at UMacau).

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