学术会议
【2023.11.24-11.24 北京】 “概率论及相关领域”青年学术交流研讨会
发布时间:2023-11-23
 

 “概率论及相关领域青年学术交流研讨会”是数学院应用数学研究所新开展的一项重要的学术交流举措,拟每隔一周或两周组织一场,旨在搭建交流合作的平台,促进数学院概率论研究学者与院外、国内院校、乃至国际同行之间的学术交流,特别是促进新的研究合作。

学术交流研讨会主要是报告人介绍本人近期的科研进展,互相激发思想,碰撞火花,介绍相关的新方法、新思考。并设有新问题讨论环节(Open Problem Session),就尚未解决的问题开展讨论攻关。

本系列研讨会将关注概率论研究中的多个前沿课题:大偏差和极限理论、随机游动、随机偏微分方程、随机矩阵、统计物理模型、分枝过程、随机图论、随机数学在生物与金融数学中的应用等。

会议时间: 2023 11 24

会议地点:中国科学院数学与系统科学研究院 南楼 613

会议安排:

  9:00–9:30 注册签到

  9:30-10:30 学术报告(洪文明)

  10:30-11:30 学术报告(宋玉林)

  12:00-14:00 午餐

  14:00-16:00 自由讨论

  16:00-17:30 Open Question Session

  17:30-19:00 晚餐

报告内容:

  报告人:洪文明 教授 (北京师范大学)                               

  报告题目: Conditional central limit theorem for critical and subcritical branching random walk

报告摘要:  Consider a branching random walk on the line. It is well known that when the branching is supercritical, the central limit theorem have been considered by Kaplan and Asmussen (1976) and Biggins (1990). In this talk, we present a conditional CLT for the critical and subcritical cases. This is a joint work with Shengli Liang and Dan Yao.

 

  报告人:宋玉林 副教授,南京大学

  报告题目:The sensitivity analysis for mean-field SDEs with jumps 

报告摘要:  By Malliavin calculus for Wiener-Poisson functionals, Bismut type formulas for the parameter of mean-field SDEs with jumps are established. As applications, formulas for the Greeks are derived for asset price processes described by mean-field SDEs with or without jumps. Both of European and Asian options are considered. Numerical results illustrate that the obtained formulas have better effects than the finite difference method in computing the Greeks. 

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