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Continuous state branching processes in a Lévy random environment. Palau Calderón, Sandra
Description
In this talk, we analyze the strong solution of a particular family of stochastic differential equations. This result allows us to introduce continuous state branching process (CSBP) in a Lévy random environment. When the underlying CSBP is stable, we study the asymptotic behavior of the explosion and extinction probabilities. These probabilities are related with the exponential functional of a Lévy process.
Item Metadata
| Title |
Continuous state branching processes in a Lévy random environment.
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| Creator | |
| Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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| Date Issued |
2016-11-07T14:45
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| Description |
In this talk, we analyze the strong solution of a particular family of stochastic differential equations. This result allows us to introduce continuous state branching process (CSBP) in a Lévy random environment. When the underlying CSBP is stable, we study the asymptotic behavior of the explosion and extinction probabilities. These probabilities are related with the exponential functional of a Lévy process.
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| Extent |
25 minutes
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| Subject | |
| Type | |
| File Format |
video/mp4
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| Language |
eng
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| Notes |
Author affiliation: Centro de Investigación en Matemáticas
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| Series | |
| Date Available |
2017-06-16
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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| DOI |
10.14288/1.0348325
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| URI | |
| Affiliation | |
| Peer Review Status |
Unreviewed
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| Scholarly Level |
Other
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| Rights URI | |
| Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International