Title	Continuous state branching processes in a Lévy random environment.
Creator	Palau Calderón, Sandra
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-07T14:45
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.
Extent	25 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Centro de Investigación en Matemáticas
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-17
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348325
URI	http://hdl.handle.net/2429/62008
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Other
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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