报告题目：Asymptotic properties of drift estimation in SPDEs driven by additive noise

报告时间：2025-01-13   16:00-17:00

报 告 人：蒋辉  教授  南京航空航天大学

报告地点：雷军科技楼六楼会议室（601）

Abstract：In this talk, we state the asymptotic properties for the maximum likelihood estimator (MLE) of the drift estimation in a stochastic fractional heat equation driven by additive noise. Via the change of measure method and asymptotic analysis technique, we establish the exponential nonuniform Berry-Esseenbound and (selfnormalized)Cramér-type moderate deviation for the MLE in three asymptotic regimes: large time asymptotics, increasing number of Fourier modes, large time asymptoticsand increasing number of Fourier modes.