PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Victor Nistor, Alexei Novikov.

Title:On time inhomogeneous branching Brownian motion
Seminar:Probability and Financial Mathematics Seminar
Speaker:Alexei Novikov, PSU
A binary branching Brownian motion is a continuous-time Markov branching process that is constructed as follows: start with a single particle which performs a standard Brownian motion x(t) with x(0) = 0 and continues for an exponentially distributed holding time T, independent of x. At time T, the particle splits independently of x and T into 2 offspring with probability p. We discuss what happens if the variance of the Brownian motion depends on time.

Room Reservation Information

Room Number:MB106
Date:10 / 31 / 2014
Time:03:35pm - 04:35pm