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\\ ==== Next talks ====
[[en:seminaires:GTFinanceProbaNumeriques:index|Financial and Actuarial Mathematics, Numerical Probability]]\\
Thursday March 26, 2026, 11:15AM, Sophie Germain salle 1013\\
**Alexandre Richard** (Centrale Supélec) //To be announced.//
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[[en:seminaires:GTFinanceProbaNumeriques:index|Financial and Actuarial Mathematics, Numerical Probability]]\\
Thursday April 9, 2026, 11:15AM, Sophie Germain salle 1013\\
**Chiara Amorino** (Universitat Pompeu Fabra in Barcelona) //Fractional interacting particle system: drift parameter estimation via Malliavin calculus//
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We address the problem of estimating the drift parameter in a system of $N$ interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Considering continuous observation of the interacting particles over a fixed interval \([0, T]\), we examine the asymptotic regime as \( N \to \infty \). Our main tool is a random variable reminiscent of the least squares estimator but unobservable due to its reliance on the Skorohod integral. We demonstrate that this object is consistent and asymptotically normal by establishing a quantitative propagation of chaos for Malliavin derivatives, which holds for any \( H \in (0,1) \). Leveraging a connection between the divergence integral and the Young integral, we construct computable estimators of the drift parameter. These estimators are shown to be consistent and asymptotically Gaussian. Finally, a numerical study highlights the strong performance of the proposed estimators. 
The talk is based on a joint work with I. Nourdin and R. Shevchenko
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