• 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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