报告人:申广君(安徽师范大学 教授)
报告时间:2024年11月9日(星期六)10:30
报告地点:理学院章辉楼442
联系人:倪文清
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报告摘要:In this talk, we consider least squares estimator for an unknown parameter in the drift coefficient of path-distribution dependent stochastic differential equation driven by fractional Brownian motions with Hurst parameter 1/2<H<1. The principle technique of our investigation is to construct an appropriate contrast function and carry out a limiting type of argument to show the consistency and asymptotic distribution of the least squares estimator of the drift parameter via interacting particle systems.
报告人简介:申广君,安徽师范大学教授、博士生导师,安徽省学术和技术带头人,安徽省杰出青年科学基金获得者,安徽师范大学学科带头人。主要从事随机过程与随机分析方向的研究。