报告题目：Boundary behaviors 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 10:30

报告地点：数统院307学术报告厅

报告简介：

In this talk we consider a class of continuous-state branching processes with nonadditive branching mechanism. Such a process can be identified as the unique nonnegative solution to a generalized version of the stochastic differential equation for a continuous-state branching process that is driven by both a Brownian motion and a spectrally positive compensated Poisson random measure. Based on the joint work in Li, Yang and Zhou (AAP2019+), we discuss their extinction, explosion and coming down from infinity behaviors.  In addition, we remark on the boundary behaviors when the associated Levy measure also allows big jumps with infinite expectation.

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 & Their Applications，Journal of Applied Probability，Journal of Differential Equations，Insurance Mathematics & Economics，Electronic Journal of Probability上。