学术讲座【Convergence rate of EM algorithm for SDEs under integrability condition】
时间：2019年10月23日 (星期三) 15:30 ~ 17:30
地点：理工北楼601报告厅
主讲：天津大学教授，鲍建海
主办：福建省分析数学及应用重点实验室
参加对象：统计系老师与研究生
报告人简介：鲍建海, 天津大学应用数学中心,教授.
报告摘要：In this talk, by employing Gaussian type estimate of heat kernel, we establish Krylov’s estimate and Khasminskill’s estimate for EM algorithm. As applications, by taking Zvonkin’s transformation into account, we investigate convergence rate of EM algorithm for a class of multidimensional SDEs under integrability conditions, where the drifts need not to be piecewise Lipschitz and are much more singular in some sense.
