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Probability & Statistics Seminar

Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum

演讲者:李迅(香港理工大学)

时间: 2021-12-08 15:00-16:00

地点:Zoom ID 926 5933 1846, Passcode 123456

Stochastic H_2/H_∞ control for Mean-Field Stochastic Differential Systems with (x,u,v)-dependent noise

演讲者:孟庆欣(湖州师范大学)

时间: 2021-10-29 10:00-11:00

地点:腾讯会议 ID 657528303

Constrained stochastic LQ control with regime switching and application to portfolio selection

演讲者:Xiaomin Shi(山东财经大学)

时间: 2021-09-17 10:00-11:00

地点:腾讯会议 ID 975562804

Mean Field LQ Games with a Finite Number of Agents

演讲者:王炳昌(山东大学)

时间: 2021-09-16 16:00-17:00

地点:腾讯会议 ID 241 213 358

An LQ differential game of stochastic large-population system with partial information

演讲者:王光臣(山东大学)

时间: 2021-09-16 14:30-15:30

地点:腾讯会议 ID 533 300 317

Observability Problem for Some Stochastic Partial Differential Equations

演讲者:Qi Lv(四川大学)

时间: 2021-09-02 15:00-16:00

地点:腾讯会议 ID 772460861

Boundary Behaviors at ∞ for Fragments in Simple Exchangeable Fragmentation-Coalescence Process

演讲者:Xiaowen Zhou(康考迪亚大学)

时间: 2021-07-05 09:00-10:00

地点:腾讯会议 ID 841890547

Backward stochastic Volterra integro-differential equations and applications in optimal control problems

演讲者:王天啸(四川大学)

时间: 2021-05-07 10:00-11:00

地点:腾讯会议 ID 447146965

Large deviation rates for branching processes

演讲者:李俊平(中南大学)

时间: 2020-09-28 10:20-11:20

地点:慧园3栋415

Momentum Acceleration Under Random Gradient Noise

演讲者:Lingjiong Zhu(佛罗里达州立大学)

时间: 2019-12-19 15:00-16:00

地点:慧园3栋 415报告厅

On variable ordination of modified Cholesky decomposition for estimating time-varying covariance matrices

演讲者:康晓宁(东北财经大学)

时间: 2019-07-30 17:00-18:00

地点:慧园3栋 518报告厅

On Brownian motion approximation of compound Poisson processes with applications to threshold models

演讲者:李东(清华大学)

时间: 2019-07-30 16:00-17:00

地点:慧园3栋 518报告厅

基于非齐次 Markov 的老年人长期护理保险定价

演讲者:张琳(湖南大学)

时间: 2019-07-30 14:00-15:00

地点:慧园3栋 518报告厅

A New Approach to Multiple Mean Comparison and Its Medical Applications

演讲者:梁家卷(纽黑文大学)

时间: 2019-07-04 15:00-16:00

地点:慧园3栋 415报告厅

因子分析改进模型与应用的研究进展

演讲者:林海明(广东财经大学)

时间: 2019-07-04 14:00-15:00

地点:慧园3栋 415报告厅

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