澳门金沙网址

科学研究
报告题目:

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

报告人:

徐礼虎 教授 (澳门大学)

报告时间:

报告地点:

腾讯会议 ID:125 125 944

报告摘要:

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).