Intrinsic Branching Structure
in Levy Local Time Flows
报告专家：徐伟 副教授（北京理工大学）
报告时间：4月16日（周四）16:00-17:00
报告地点：四川大学数学学院西303
报告摘要：
In this talk, we introduce the branching structure within the local time flows of spectrally positive Levy processes. Our results state that the forward and backward flows can be coupled by a class of general continuous-state branching processes with/without immigration. The exact extinction speed is provided in the subcritical and critical cases. In the subcritical case, the immigration processes is proved to be eventually stationary but may be polynomially ergodic. Conditionally on non-extinction, we prove that (functional) Yaglom theorem and also conditional limit theorem holds with limit process be a general continuous-state branching processes with two different immigration processes. This talk is based on an ongoing joint work with Jesus Contreras.
专家简介：
徐伟，北京理工大学数学与统计学院副教授，研究内容包括：自激励型随机模型；粗糙型随机波动率模型；Levy过程及其局部时；广义分枝模型及其树结构。论文录用/发表于 PTRF， AAP，FS，MF等概率论与金融数学期刊。
邀请人：胡泽春
