AWMA virtual seminar n°17

The speaker, Dr Soukaina Douissi is an associate Professor at The National School of Applied Sciences (ENSA), Cadi Ayyad University, Marrakech, Morocco. She defended her PhD in 2020 in Applied Mathematics, Speciality Probability and Statistics, from University Cadi Ayyad University in collaboration with Linnaeus University in Sweden and Michigan State University in US.

Her research interests are: Malliavin calculus on Gaussian spaces, limit theorems, statistical inference for stochastic processes, backward stochastic differential equations, stochastic control and mean field theory.

During her PhD, she was laureate of the Fulbright Joint Supervision Scholarship for the academic year (2018-2019) and the Erasmus+ grant for one year (2016-2017) of research in the framework of the Erasmus+ International Credit Mobility between Linnaeus University, Växjö, Sweden and Cadi Ayyad University. 

She has a Master2 degree in probability and random models from Paris VI University Member of the Comue Sorbonne Universities supported by the the International Paris Graduate School of Mathematical Sciences Program of the year 2014 of " Fondation Sciences Mathématiques de Paris" and another Master in Mathematics and Statistics from Faculty of Sciences of Rabat, University Mohamed V, Rabat. 

She gave talks at different conferences and seminars, national and international and she is also the referee of several international journals like Bernoulli, Stochastics, Stochastics and dynamics, Stochastic processes and their applications.

 

Conference online Link

Register to attend: https://univ-lille-fr.zoom.us/webinar/register/WN_uBr0lz4UTUyLNe0bx37mbg

 
Meeting number (access code):  -
Meeting password: -
Date Monday  September 26, 2022
Time 14:00-15:00 (UTC)
Speaker Dr Soukaina Douissi
Affiliation Cadi Ayyad University  (Morocco)
Domain Probability
Title  Malliavin calculus applied to statistical inference for stochastic process
Abstract

In this talk, we will see how a powerful calculus of stochastic analysis which is Malliavin Calculus can be applied to solve parameter estimation problems for several stochastic processes, especially those that are not semi martingales. Moreover, thanks to the combination of Malliavin calculus and Stein's method for normal approximations it is possible to give the rate of convergence in law of the estimator in central limit theorems which is very important in practice.