时间：6月14日(周三)上午9:30-10:30
地点：法商楼112
题目：A continuous state nonlinear branching process
报告人：Professor Xiaowen Zhou, Concordia University, Canada.
摘要： A general continuous state branching process can be identified as the unique solution to a SDE driven by a Brownian motion and a compensated Poisson random measure; see Bertoin and Le Gall (2006) and Dawson and Li (2012). Adapting this SDE, we can interpret solution to the modified SDE as a continuous state branching process with branching rates depending on the current population size. Using a martingale approach, we study its survival/extinction behaviors and find respective sufficient conditions on the branching parameters under which the process either survives with probability one or dies out with a positive probability. Similarly, we can also discuss the explosion behaviors for the nonlinear continuous state branching process.