讲座题目：Switching jump diffusions and their statistical inference
主讲人：张振中 教授
主持人：危佳钦 教授
开始时间：2025-6-5 13:30
讲座地址：普陀校区理科大楼A1514
主办单位：统计学院
报告人简介：
张振中，东华大学数学与统计学院教授、博士生导师，入选上海市东方英才计划拔尖项目。主要研究受控的混杂跳扩散系统及其应用。在《Insurance: Mathematics & Economics》、《Journal of Applied Probability》、《Potential Analysis》等国际重要期刊发表论文30多篇。
报告内容：
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.
