Il giorno 27 ottobre 2025, alle ore 15:00, in sala riunioni primo livello, del Dipartimento di Matematica e Applicazioni R. Caccioppoli, il Prof. Lauri Viitasaari, Professor in Statistics, Mathematics, and Data Science at Aalto University School of Business, terrà il seguente seminario:
''_Some statistical aspects related to SPDEs_''
Abstract: In this talk we discuss several aspects statistical aspects related to SPDEs. In particular, we provide quantitative central limit theorem results for spatial averages of solutions under rather general conditions on both the differential operator and on the noise term. On top of that, we consider non-parametric estimation of the unknown diffusion coefficient. We define an estimator that is shown to be consistent. We also provide the rate of convergence in the L^p norm.
Sarà possibile seguire il seminario anche on line al seguente link:
Seminario Prof. Lauri Viitasaari | Partecipazione alla riunione | Microsoft Teams [1]
Cari saluti,
Luigia Caputo