報(bào)告人：張振中 教授

報(bào)告題目：Ergodicity for switching pure jump systems and their statistical inference

報(bào)告時(shí)間：2025年11月15日（周六）上午9：00

報(bào)告地點(diǎn)：云龍校區(qū)6號(hào)樓304會(huì)議室

主辦單位：數(shù)學(xué)與統(tǒng)計(jì)學(xué)院、數(shù)學(xué)研究院、科學(xué)技術(shù)研究院

報(bào)告人簡(jiǎn)介：

張振中，東華大學(xué)數(shù)學(xué)與學(xué)院教授、博士生導(dǎo)師，入選上海市東方英才計(jì)劃拔尖項(xiàng)目。主要研究受控的混雜跳擴(kuò)散系統(tǒng)及其應(yīng)用。 在 《Insurance: Mathematics & Economics》、《Potential Analysis》等國(guó)際重要期刊發(fā)表論文40多篇。

報(bào)告摘要：

In this talk, we consider the long time behavior for pure diffusions with Markov switching.  Some sufficient conditions for  the maximum principle、Harnack inequality for such systems have been provided.  As by product, we show that the CIR model with Markov switching has a unique stationary distribution. Finally, we provide a new approach to estimate the states of the switching chain.