科学研究
报告题目:

Asymptotic properties for reflected Ornstein-Uhlenbeck process and applications

报告人:

蒋辉 教授(南京航空航天大学)

报告时间:

报告地点:

2021欧洲杯买球平台官网东北楼四楼报告厅(404)

报告摘要:

In this talk, we study the asymptotic properties of some integral functionals in reflected Ornstein-Uhlenbeck process. As applications, the moderate deviations for drift parameter estimations in both cases with one-sided barrier and two-sided barriers are established. The main methods consist of regenerative process techniques, as well as the moderate deviations for martingales.