Title1: Large and moderate deviation principles for sample paths of inhomogeneous telegraph processes with singular points

Speaker:   Prof. Qingshan Yang  ( Northeast Normal University )

Time: Thur, Apr.29 2021, AM: 9:50-10:30

Location: Tencent Conference

Meeting  Number: 129 553 503

Title2: Self-normalized moderate deviation of Euler-Maruyama scheme for SDE

Speaker:   Prof. Lihu Xu  ( University of Macau )

Time: Thur, Apr.29 2021, AM: 10:30-11:10

Location: Tencent Conference

Meeting  Number: 129 553 503

Inviter: Dr. Shaochen Wang

Abstract1:

      Telegraph processes can be used to describe the damped wave and used in many other fields. In practice, the access to data is usually not available near some neighborhood, or the data therein is substituted since itlooks extremely unreasonable. The question is that whether LDP and MDP can be used in such settings. In this paper, under mild conditions, we study large deviation principle and moderate deviation principle for sample paths equipped with the uniform topology(or extended to suitable Hölder’s space). It may be used to cases such as the recover in the related industries.

Abstract2:

      We will consider Euler-Maruyama scheme for a family of SDEs, and prove its CLT and self-normalized moderate deviation, the main tools are Stein's method and time change of martingale.