关于举行东北师范大学杨青山教授和澳门大学徐礼虎教授学术报告会的通知

报告题目1：Large and moderate deviation principles for sample paths of inhomogeneous telegraph processes with singular points

报  告  人：杨青山  教授 (东北师范大学)

报告时间：2021年4月29日（星期四）上午9:50-10:30                

报告地点：腾讯会议，会议号：129 553 503

报告题目2：Self-normalized moderate deviation of Euler-Maruyama scheme for SDE

报  告  人：徐礼虎  教授 (澳门大学)

报告时间：2021年4月29日（星期四）上午10:30-11:10                

报告地点：腾讯会议，会议号：129 553 503

邀  请  人：王绍臣  博士

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数学学院

2021年4月28日

报告摘要1：

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 it looks 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.

报告摘要2：

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.