Some Studies on spectrally-negative Lévy processes

2017-07-06

数学科学学院



Some Studies on spectrally-negative Lévy processes

报告人: Prof. Xiaowen Zhou, Concordia University  

时间:2017711日(星期二), 16:00-17:00

地点: 数学院第三报告厅

Spectrally negative Levy processes (SNLP) are Levy processes with no positive jumps. Many results on Brownian motion can be extended to SNLP via possibly different approaches. In this talk we present different approaches to find Laplace transforms of occupation times for SNLP. These Laplace transforms are expressed in terms of scale functions for the associated SNLP.

邀请人:王永进

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