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Academic Report

DATE:2019-12-25 10:02   NUM:

Title:Limit Theorems for Additive Functional of Path[1]

Dependent SDEs

  

Reporter: Prof. Chenggui Yuan (Swansea University, UK)

  

Time: Dec. 23, AM 10:00-11:0 , 2019,

Location: 309,   Teaching Building 9

  

Abstract: By using limit theorems of uniform mixing Markov processes and

martingale difference sequences, the strong law of large numbers,

central limit theorem, and the law of iterated logarithm are

established for additive functional of path-dependent stochastic

differential equations.

 

The brief introduction to the reporter:  Chenggui Yuan, a professor at Swansea University in the UK, is mainly engaged in the research of stochastic heat equations, and also focuses on control problems in heat systems. He received his Doctor degree in mathematics from the Central South University in 1994. After finishing a research fellow in University of Cambridge for few years, he was at the Swansea University in 2004. And since then, he has been a professor at Swansea University.He has published more than 80 academic papers in the major journals of mathematics.

  

Emcee: Prof. Junhao Hu, School of Mathematics & statistics,   South-Central University for Nationalities

  

 

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