BEGIN:VCALENDAR
VERSION:2.0
PRODID:talks.ox.ac.uk
BEGIN:VEVENT
SUMMARY:Continuous-state branching process with dependent immigration - Ze
nghu Li (Beijing Normal University)
DTSTART;VALUE=DATE-TIME:20180606T120000
DTEND;VALUE=DATE-TIME:20180606T130000
UID:https://talks.ox.ac.uk/talks/id/bb91ed75-e520-4ac7-8099-ab1e76c74173/
DESCRIPTION:We are interested in a population model called continuous-stat
e branching process with dependent immigration (CBDI-processes). The immig
ration rate of the model depends on the current population size via a func
tion that can be non-Lipschitz. We give a construction of the process usin
g a stochastic equation driven by Poisson point measures on some path spac
es. This approach gives a direct construction of the sample path of the pr
ocess with general branching and immigration mechanisms from those of the
corresponding CB-process without immigration. By choosing the ingredients
suitably\, we can get either a new CB-process with different branching mec
hanism or a branching model with competition. We focus on the one-dimensio
nal model\, but the arguments carry over to the measure-valued setting. Th
ese kinds of constructions have been proved useful for the study of some f
inancial problems.\nSpeakers:\nZenghu Li (Beijing Normal University)
LOCATION:Mathematical Institute (L4)\, Woodstock Road OX2 6GG
TZID:Europe/London
URL:https://talks.ox.ac.uk/talks/id/bb91ed75-e520-4ac7-8099-ab1e76c74173/
BEGIN:VALARM
ACTION:display
DESCRIPTION:Talk:Continuous-state branching process with dependent immigra
tion - Zenghu Li (Beijing Normal University)
TRIGGER:-PT1H
END:VALARM
END:VEVENT
END:VCALENDAR