# Mathematical Finance and Stochastic Analysis Seminar

The activity focuses on Ph.D students presenting their research and discussing related research papers.

Yicong Huang - Department of Applied Mathematics, Illinois Institute of Technology
Feb 22, 2018 - 10:00am to 11:00am
College of Science, Applied Mathematics - Seminar - Perlstein Hall, Room 108
We consider a parameter estimation problem  for one dimensional stochastic heat equations, when data is sampled discretely in time or spatial component. We establish some general results on derivation of consistent and asymptotically normal estimators based on computation of the $$p$$-... read more
Thu.
Feb 22