第四届分枝过程及相关课题研讨会(5月21-25日)
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2018年5月21日到5月25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。