第四届分枝过程及相关课题研讨会(5月21-25日​)

时间:2018-05-07浏览:123设置

第四届分枝过程及相关课题研讨会(521-25)

The 4th Workshop on Branching Processes and Related Topics

May 21-25, 2018

由华东师范大学统计学院承办的第四届“分枝过程及相关课题”研讨会将于2018521日到525日在中北校区逸夫楼举行。会议共有36个邀请报告, 报告内容涵盖与分枝过程有关的各种理论研究和应用研究,具体如下(按报告次序排列):

Speaker

Title

Wolfgang Runggaldier

On post-crisis interest rate modeling

Carlo Sgarra

A forward interest rates model based on branching processes.

Xiaowen Zhou

Local times for spectrally negative levy processes

Mohamed Ben Alaya

Local asymptotic properties for Cox-Ingersoll-Ross process with discrete observations

Zhiqiang Gao

Asymptotic expansions in CLT for branching random walks in time-dependent environments

Hongwei Bi

Total length of the genealogical tree for stationary continuous-state branching processes

Vladimir Vatutin

Multitype branching processes in random environment

Nikolaos Limnios

Branching processes in semi-Markov random environment

Jie Xiong

Uniqueness problem for SPDEs from population models

Xu Yang

Existence and pathwise uniqueness to an SPDE driven by colored α-stable noises

Ying Jiao

A CBI process approach to financial modelling

Simone Scotti

Alpha-Heston models

Sergey Bocharov:

Limiting distribution of particles near the frontier of catalytic BBM

Ting Yang

Law of large numbers for super-processes with nonlocal branching

Huili Liu

Coalescent results for diploid exchangeable population models

Jyy-I Hong

Application of the coalescence problem to branching random walks

Claudio Fontana

Affine processes for multiple curve modelling

Sergio Pulido

Affine Volterra processes

Zenghu Li

Sample paths of continuous-state branching processes with dependent immigration

Junping Li

Asymptotic behavior of extinction probability for interacting branching collision processes

Hui He

A time-change for a stationary branching process

Geronimo Uribe Bravo

Prolific skeleton decompositions and a Ray-Knight type theorem for supercritical Lévy trees

Sandra Kliem

The one-dimensional KPP-equation driven by space-time white noise

Martin Larsson

Generators of measure-valued jump-diffusions

Anita Winter

Aldous motion on cladograms in the diffusion limit

Henard Oliver

Near critical percolation of mean-field graphs

Antonis Papapantoleon

Branching processes in finance: LIBOR models with positive rates and spreads

Qiang Yao

Asymptotic behaviors of record numbers in simple random walks

Xinxing Chen

Some properties of a max-type recursive model

Yanxia Ren

Spine decompositions and limit theorems for critical superprocesses

Rongfeng Sun

Low-dimensional lonely branching random walks die out

Shui Feng

Kingman coalescent and Bayesian analysis

Chunhua Ma

Asymptotic behaviors for exponential functionals of Levy processes with regularly varying tails

Barczy Matyas

Almost sure and L1-growth behavior of supercritical multi-type CBI processes

Gyula Pap

Asymptotic behavior of projections of supercritical multi-type CBI processes

Martino Gasselli

TBD


会议日程安排如下:


21-May

22-May

23-May

24-May

25-May


8:00-8:30

开幕式



Chairman

Ying Jiao

Zenghu Li

Martino Grasselli

Sandra Kliem

Yanxia Ren


8:30-9:10

Wolfgang Runggaldier

Jie Xiong

Claudio Fontana

Anita Winter

Shui Feng


9:10-9:50

Carlo Sgarra

Xu Yang

Sergio Pulido

Oliver Henard

Chunhua Ma


9:50-10:20

茶歇(Tea Break)


Chairman

Vladimir Vatutin

Carlo Sgarra

Jie Xiong

Sergio Pulido

Chunhua Ma


10:20-11:00

Xiaowen Zhou

Ying Jiao

Zenghu Li

Antonis Papapantoleon

Matyas Barczy


11:00-11:40

Mohamed Ben Alaya

Simone Scotti

Junping Li

Martino Grasselli

Gyula Pap




Free discussion


Chairman

Ting Yang

Nikolaos Limnios

Anita Winter

Rongfeng Sun


14:00-14:40

Zhiqiang Gao

Sergey Bocharov

Hui He

Qiang Yao



14:40-15:20

Hongwei Bi

Ting Yang

Geronimo Uribe Bravo

Xinxing Chen



15:20-15:50

茶歇(Tea Break)



Chairman

Xiaowen Zhou

Junping Li

Wolfgang Runggaldier

Shui Feng



15:50-16:30

Vladimir Vatutin

Huili Liu

Sandra Kliem

Yanxia Ren



16:30-17:10

Nikolaos Limnios

Jyy-I Hong

Martin Larsson

Rongfeng Sun




会议全部报告摘要可点击Abstractsbook.pdf下载。


欢迎感兴趣的专家、学者参会。


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