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
|Date:||10 / 31 / 2014|
|Time:||03:35pm - 04:35pm|