报告人：张振中 教授
报告题目：Ergodicity for switching pure jump systems and their statistical inference
报告时间：2025年11月15日（周六）上午9：00
报告地点：云龙校区6号楼304会议室
主办单位：数学与统计学院、数学研究院、科学技术研究院
报告人简介：
张振中，东华大学数学与学院教授、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》、《Potential Analysis》等国际重要期刊发表论文40多篇。
报告摘要：
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.