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Gang Huang studies two types of limit theorems in the field of probability theory: one aimed at the weak convergence of stochastic processes, and the other at large divergences within stochastic processes. More specifically, he studies the asymptotic properties of Markov-modulated processes and reflected Ornstein-Uhlenbeck processes. These are widely used in modeling because of their above-mentioned features and analytical tractability.

Event details of Asymptotic properties of two limit theorems
Date 17 June 2015
Time 14:00 -15:00
Location Agnietenkapel
Room Location

G. Huang:  Limit Theorems for Markov-Modulated and Reflected Diffusion Processes.

Supervisor

Prof. M.R.H. Mandjes

Co-supervisor

Dr P.J.C. Spreij

Agnietenkapel

Room Location

Oudezijds Voorburgwal 229 - 231
1012 EZ Amsterdam

Entrance

This event is open to the public.