Central limit theorem and self-normalized moderate deviation for EM scheme-武汉大学数学与统计学院

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).