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 |

Abstract: |

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 |