Speaker
Ciprian Tudor, Univ. of Lille
Abstract
We will present a generalization of the Stein-Malliavin calculus that allows to quantify the asymptotic independence. We will also discuss the applications of this method to the asymptotic behavior of some parameters estimators for stochastic (partial) differential equations.
Ciprian Tudor: Stein-Malliavin calculus and asymptotic independence
Date: 2025-06-04
Time: 11:00 - 11:30