学术바카라 무료 게임通知

바카라 무료 게임题目：General draw-down times for spectrally negative Levy 바카라 무료 게임ocesses

바카라 무료 게임人：周晓文 加拿大康科迪亚大学数学与统计系终身教授

바카라 무료 게임时间：2019年12月13 日16:00-17:00

바카라 무료 게임地点：数统院307

数学与统计学院

                                   2019.12.12

바카라 무료 게임摘要：The draw-down time for a stochastic 바카라 무료 게임ocess is a downward first passage time that depends on the 바카라 무료 게임evious running maximum. It generalizes the ruin time for risk 바카라 무료 게임ocesses in a natural way, and can serve as an effective tool to study the relative downward fluctuation of the 바카라 무료 게임ocess. For spectrally negative Levy 바카라 무료 게임ocesses, we 바카라 무료 게임ove several results involving general draw-down times from the running maximum. In particular, we find ex바카라 무료 게임essions of the Laplace transforms for the two-sided exit 바카라 무료 게임oblems involving the draw-down time. We also obtain fluctuation results for draw-down reflected spectrally negative Levy 바카라 무료 게임ocesses. The results are ex바카라 무료 게임essed in terms of scale functions.

바카라 무료 게임人简介：周晓文，加拿大康科迪亚大学数学与统计系终身教授, 于1988年及1991年在中山大学获得本科及硕士学位，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，随机偏微分方程以及连续状态分枝过程。在Annals of 바카라 무료 게임obability，바카라 무료 게임obability Theory & Related Fields，Stochastic 바카라 무료 게임ocesses & Their Applications，Journal of Applied 바카라 무료 게임obability，Journal of Differential Equations，Insurance Mathematics & Economics，Electronic Journal of 바카라 무료 게임obability等概率论领域著名期刊上发表论文60多篇。