学术报告-鲍建海

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2020-09-23 11:50:35

学术报告


题      目:Exponential ergodicity for two-factor affine processes via coupling


报  告  人:鲍建海  教授  (邀请人:刘秋丽 )

                                     天津大学应用数学中心


时      间:2020-09-24 10:00--11:00


地      点:

        学院401


报告人简介:

      天津大学应用数学中心教授。

摘      要:

Two-factor affine processes, which allow that the first component solves a general CIR process, and that there are interactions in the second component, as well as that the Brownian noises are correlated; and even to some models beyond two-factor processes.


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