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周晓文教授学术报告预告
发布日期:2017-06-08 浏览次数:

报告题目: On the last exit times for spectrally negative Levy processes

报告人:周晓文  教授 (加拿大Concordia大学)

主办:统计学院

时间:611日下午17:00-18:00

地点:科技楼二楼北会议室

Abstract: The first exit times have been very well studied for spectrally negative Levy processes. But there are fewer results on the last exit times. In this talk we are going to present several results concerning the joint Laplace transforms on the last exit time related quantities. These Laplace transforms are expressed in terms of scale functions for spectrally negative Levy processes. In particular, we recover the previous work of Chiu and Yin (2005) and Baurdoux (2009).

This talk is based on joint work with Yingqiu Li and Chuancun Yin.

周晓文,1999 年于美国加州大学Berkeley分校获得统计学博士学位。现为加拿大Concordia大学终身教授。主要研究方向为测度值随机过程和Levy过程及其在风险理论的应用。


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