Title：Some results on large deviations of volatility estimators and global sensitivity analysis applied to some models
Speaker: Hacene Djellout（Universite Clermont-Auvergne）
Time: Tuesday, April 18, 2023, 16:00-17:00
Location:Zoom Meeting, Meeting ID:832 6498 6834，Password: 2023
Abstract:This presentation is composed of two parts which represent my current research. In the first part, I will discuss large deviations of volatility estimators and some limit theorems for bifurcating Markov chains and in the second part I will present some results on global sensitivity analysis applied to some models. This is a synthetic presentation, we will point out the difficulties and the interest of the work.
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