Convergence rate of SDE driven by $\alpha$-stable process as $\alpha \rightarrow 2$
报告人:徐礼虎
报告地点:腾讯会议ID:791-360-835
报告时间:2021年12月17日星期五10:30-12:30
邀请人:杨青山
报告摘要:
We will study the convergence rate of SDE driven by $\alpha$-stable process as $\alpha \rightarrow 2$ and prove that the rate is $(2-\alpha) |log(2-\alpha)|$ in Wasserstein distance. This rate is optimal up to a correction $\log (2-\alpha)$. The method is by a discretization and the Lindeberg principle developed by Chen, Shao and Xu. This is a joint work in progress with Changsong Deng (Wuhan University) and Rene Schilling.
主讲人简介:
徐礼虎博士毕业于帝国理工学院,目前是澳门大学副教授。在SCI期刊发表论文40余篇,包括Annals of Statistics, Probability Theory and Related Fields, Annals of Applied Probability, Journal of Functional Analysis, Bernoulli, SPA等。