OxTalks is Changing
OxTalks will soon be transitioning to Oxford Events (full details are available on the Staff Gateway). A two-week publishing freeze is expected in early Hilary to allow all events to be migrated to the new platform. During this period, you will not be able to submit or edit events on OxTalks. The exact freeze dates will be confirmed as soon as possible.
If you have any questions, please contact halo@digital.ox.ac.uk
Continuous-state branching process with dependent immigration
We are interested in a population model called continuous-state branching process with dependent immigration (CBDI-processes). The immigration rate of the model depends on the current population size via a function that can be non-Lipschitz. We give a construction of the process using a stochastic equation driven by Poisson point measures on some path spaces. This approach gives a direct construction of the sample path of the process 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 mechanism or a branching model with competition. We focus on the one-dimensional model, but the arguments carry over to the measure-valued setting. These kinds of constructions have been proved useful for the study of some financial problems.
Date:
6 June 2018, 12:00
Venue:
Mathematical Institute, Woodstock Road OX2 6GG
Venue Details:
L4
Speaker:
Zenghu Li (Beijing Normal University)
Organising department:
Department of Statistics
Organisers:
Christina Goldschmidt (Department of Statistics, University of Oxford),
James Martin (Department of Statistics, University of Oxford)
Part of:
Probability seminar
Booking required?:
Not required
Audience:
Public
Editor:
Christina Goldschmidt
