Skeletal SDEs for CSBPs

Date/heure
4 juin 2020
10:45 - 11:45

Oratrice ou orateur
Andreas Kyprianou

Catégorie d'évènement
Séminaire Probabilités et Statistique


Résumé

We look at at a coupled system of stochastic differential equations that describe an infinite parametric family of genealogical skeletal decompositions of a general continuous state branching process (CSBP), supercritical, critical and subcritical. This puts into a common framework a number of known and new path decompositions of CSBPs, including those which involve continuum random trees, and allow us to connect the notion of Evans-O’Connell immortal particle decomposition to that of the skeletal decomposition. This is joint work with Dorka Fekete (Exeter) and Joaquin Fontbona (U. de Chile).