Limit Theorems for Functionals of Some Gaussian Processes
Speaker:Xu Fangjun
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
Introduction to the speaker:
Xu Fangjun is professor and doctoral supervisor of school of mathematical sciences, east China normal university. In 2010, He obtained his doctor's degree from the University of Connecticut. After graduation, he went to the university of Kansas to work as Robert Adams Visiting Assistant. In July 2013, he started to work in east China normal university.
Inviter:
Professor Shi Jingtao, school of mathematics
Time: 9:30-11:00, April 25th (Thursday)
Venue: lecture hall 1238, building B, zhixin building, central campus
Sponsor: school of mathematics, Shandong University
(Editor in Charge: Lei Hao)