Speaker: Jiang Hui, professor and doctoral supervisor, Nanjing University of Aeronautics and Astronautics

Date: March 19, 2025

Time: 20:00-21:30 pm

Location: Tencent Meeting: 737155029

Sponsor: Research Center for Mathematics and Interdisciplinary Sciences, Shandong University

Abstract:

In this talk, we consider the asymptotic properties for the maximum likelihood estimator of the drift estimation in a stochastic heat equation driven by additive noise. Cramér-type moderate deviations for the maximum likelihood estimator are established in three asymptotic regimes: large time asymptotics, increasing number of Fourier modes, large time asymptotics and increasing number of Fourier modes. Our methods consist of change of measure, multiple Wiener-Ito integrals and asymptotic analysis technique.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/200148.htm