The occupation times for Levy processes
Speaker:Prof. Xiaowen ZHOU
Professor
Department of Mathematics and Statistics
Concordia University
Canada
Date & Time:14 Dec 2016 (Wednesday) 16:00 - 17:00
Venue:E11- 1040
Organized by:Department of Mathematics

Abstract

Occupation time is the amount of time a stochastic process spends within a certain range until a certain time. It was first studied systematically for diffusions. The study of occupation time for Levy processes started much later. For spectrally negative Levy process, due to its nice fluctuation theory, expressions of Laplace transforms for various occupation times have been found in recent years. In this talk I will introduce different approaches to find such Laplace transforms and the related results. I will also present recent work on this topic.

Biography

Prof. Xiaowen ZHOU, obtained his PhD at University of California (Berkeley) in 1999. Now Prof. Zhou is a Professor of Department of Mathematics and Statistics, Concordia University. His research fields include Measure-Valued Stochastic Processes, Levy Processes, and Mathematical Population Genetics.