报告人：周晓文 教授

报告题目：（一） Extinction, explosion and coming down from infinity for  nonlinear continuous-state branching processes

报告摘要：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.

报告题目：（二） On the extinction-extinguishing for a stochastic Lotka-Volterra type population dynamical system

报告摘要：For a stochastic Lotka-Volterra type population dynamical system des-cribed 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.

报告题目：（三）A Wiener-Hopf factorization related  potential measure for spectrally negative Levy process

报告摘要：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.

报告时间：8月21日8:00-11：10

报告地点：腾会议 ID号： 132 733 201

主办单位：统计学院

报告人简介：周晓文教授, 1999年在美国加州大学Berkeley分校获统计学博士学位。现任加拿大Concordia大学数学与统计系终身教授，曲阜师范大学特聘教授。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过程及其在种群遗传学和风险理论中的应用。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》等国际顶级概率刊物发表论文50余篇。