Sponsors:Institute for Financial Studies, Shandong University

Date: November 4, 2019

Venue: B-1238 Zhixin Building

9:15-10:00

Title: Limit Theorems forFunctionals of Some Gaussian Processes

Speaker: Xu Fangjun (Esat China Normal University)

10:00-10:45

Title: Path-level Large Deviations Principle of Bolthausen-SznithmanCoalescent

Speaker: Zhou Youzhou (Xi'an Jiaotong-Liverpool University)

10:45-11:30

Title: Asymptotic Normality for Nonstationary High Frequency Data

Speaker: Song Yuping (Shanghai Normal University)

14:00-14:45

Title: Least squares estimator for SDE driven by fractional Levy processesfrom discrete observations

Speaker: Shen Guangjun (Anhui Normal University)

14:45-15:30

Title: AsymptoticIndependence and Exact Tail Asymptotics for 2-Dimensional Sticky BrownianMotion

Speaker: Dai Hongshuai (Shandong University of Finance and Economics)