科学研究
报告题目:

Asymptotic behavior of the linear self-interacting diffusions with a weight

报告人:

闫理坦 教授(东华大学)

报告时间:

报告地点:

腾讯会议 ID:980 459 070

报告摘要:

Let$B^H=\{B^H_t,t\geq0\}$be a fractional Brownian motion with Hurst index$H\in(0,1)$.

In this talk, we consider long time behaviors of the self-interacting diffusions of the form

$$

X^H_t=B^H_t+\int_0^t\int_0^sg(r)dX_rds+\nut,

$$

where$g$is a Borel measurable function. Moreover, when the function$g$includes some parameters we introduce the least squares estimators of these parameters and consider their asymptotic behaviors.

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