题目：Some results on large deviations of volatility estimators and global sensitivity analysis applied to some models
报告人：Hacene Djellout（克莱蒙奥弗涅大学）
时间：4月18日（星期二），16:00-17:00
地点：明德楼201报告厅
Zoom会议，会议号：832 6498 6834，密码：2023
摘要：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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