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Limit Theorems for Functionals of Some Gaussian Processes
Date and Time: 2019-04-24 19:23:09

Speaker:Xu Fangjun, Professor, Department of Mathematics, East China Normal University

Date:April 25, 2019

Time:9:30 am-11:00 am

Location:Lecture Hall 1238, Block B, Zhixin Building, Central Campus

Sponsor:School of Mathematics

Abstract:

Given a class of Gaussian processes including fractional Brownian motions, sub-fractional Brownian motions, and bi-fractional Brownian motions. We prove limit theorems related to functionals of these Gaussian processes.

Bio

Xu Fangjun, Professor and doctoral supervisor of Department of Mathematics in East China Normal University, received his PhD from University of Connecticut, US, in 2010. He worked asvisiting assistant professorin University of Kansas and joined East China Normal University in July, 2013.

For more information, please visit:

http://www.view.sdu.edu.cn/info/1020/117031.htm

Edited by: Sun Yangyang




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