学术报告

报告题目：Boundarybehaviors of continuous-state nonadditive branching processes

报告人：周晓文教授（加拿大康科迪亚大学）

报告时间：2019年6月6日上午10:30  

报告地点：yl23455永利307

                                           yl23455永利 

                                  2019.6.3 

报告简介：In thistalk we consider a class of continuous-state branching processes withnonadditive branching mechanism. Such a process can be identified as the uniquenonnegative solution to a generalized version of the stochastic differentialequation for a continuous-state branching process that is driven by both aBrownian motion and a spectrally positive compensated Poisson random measure.Based on the joint work in Li, Yang and Zhou (AAP2019+), we discuss theirextinction, explosion and coming down from infinity behaviors.  In addition, we remark on the boundarybehaviors when the associated Levy measure also allows big jumps with infiniteexpectation.

报告人简介：加拿大康科迪亚大学数学与统计系终身教授，湖南省百人计划专家，1988年及1991年在中山大学获得本科及硕士学位，并于1999年在美国加州大学Berkeley分校获统计学博士学位。长期从事概率论与随机过程理论的研究。主要研究兴趣包括测度值随机过程，Levy过程及其应用，SPDE。论文发表在概率论领域著名期刊Annals of Probability，Probability Theory& Related Fields，Stochastic Processes & TheirApplications，Journal of Applied Probability，Journal of Differential Equations，InsuranceMathematics & Economics，Electronic Journal ofProbability上。