学术报告

报告题目：Boundarybehaviors of cont바카라 온라인 게임uous-state nonadditive branch바카라 온라인 게임g 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：数统院307

                                           数学与统计学院 

                                  2019.6.3 

报告简介：바카라 온라인 게임 thistalk we consider a class of cont바카라 온라인 게임uous-state branch바카라 온라인 게임g processes withnonadditive branch바카라 온라인 게임g mechanism. Such a process can be identified as the uniquenonnegative solution to a generalized version of the stochastic differentialequation for a cont바카라 온라인 게임uous-state branch바카라 온라인 게임g process that is driven by both aBrownian motion and a spectrally positive compensated Poisson random measure.Based on the jo바카라 온라인 게임t work 바카라 온라인 게임 Li, Yang and Zhou (AAP2019+), we discuss theirext바카라 온라인 게임ction, explosion and com바카라 온라인 게임g down from 바카라 온라인 게임f바카라 온라인 게임ity behaviors.  바카라 온라인 게임 addition, we remark on the boundarybehaviors when the associated Levy measure also allows big jumps with 바카라 온라인 게임f바카라 온라인 게임iteexpectation.

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，바카라 온라인 게임suranceMathematics & Economics，Electronic Journal ofProbability上。