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統計學院學術報告:Concordia大學周曉文教授系列報告

發布日期 : 2020-08-14 瀏覽次數 :

報告人:周曉文 教授 

報告時間:8月21日8:00-11:10

報告地點:騰會議ID號:132 733 201 

主辦單位:統計學院 

報告題目:(一) Extinction, explosion and coming down from infinity for  nonlinear continuous-state branching processes

報告摘要:We introduce a class of stochastic differential equations with positive jumps whose nonnegative  solutions can be treated as continuous-state branching processes with nonlinear branching mechanism.  Using a martingale approach we find rather sharp conditions on the drift and fluctuation coefficients of the SDE for extinction, explosion, coming down from infinity and staying infinity to happen, respectively. It is based on joint work with Pei-Sen Li and Xu Yang. 

報告題目:(二) On the extinction-extinguishing for a stochastic Lotka-Volterra type population dynamical system

報告摘要:For a stochastic Lotka-Volterra type population dynamical system described by two stochastic differential equations driven by both Brownian motions and spectrally positive Poisson random measures,  we find rather sharp conditions under which the population either becomes extinct or extinguishing (the population converges to 0 but never reaches 0). This talk is based on joint work with Yanxia Ren, Jie Xiong and Xu Yang.

報告題目:(三)A Wiener-Hopf factorization related  potential measure for spectrally negative Levy process

報告摘要:For spectrally negative Levy process we find an expression, in terms of scale functions, for a potential measure involving the maximum and the last time of reaching the maximum up to a draw-down time. As applications, we obtain a potential measure for the reflected spectrally negative Levy process and recover a joint Laplace transform for the Wiener-Hopf factorization for spectrally negative Levy process. This talk is based on joint work with Man Chen and Xianyuan Wu.

報告人簡介:周曉文教授, 1999年在美國加州大學Berkeley分校獲統計學博士學位?,F任加拿大Concordia大學數學與統計系終身教授,曲阜師范大學特聘教授。長期從事概率論與隨機過程理論的研究,主要研究興趣包括測度值隨機過程,Levy過程及其在種群遺傳學和風險理論中的應用。先后在《 Annals of Probability》《Probability and Related Fields》《Journal of Differential Equations》《Canadian Journal of Mathematics》《Theoretical Population Biology》《Annales de L’Institut Henri Poincare (B) Probabilites et Statistiques》《Bernoulli》《Advances in Applied Probability》《Stochastic Processes and their Applications》《Electronic Journal (Communication) of Probability》《Journal of Theoretical Probability》等國際頂級概率刊物發表論文50余篇。

 

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