题目：Some results on large deviations of volatility estimators and global sensitivity analysis applied to some models
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.