Academic lecture notice of Zhou Xiaowen

发布时间:2016-01-22文章来源: 浏览次数:

Subject1: On the last exit times for spectrally negative Levy processes

Lecturer: Zhou Xiaowen(Concordia University


The first exit times have been very well studied for spectrally negative Levy processes. But there are fewer results on the last exit times. In this talk we are going to present several results concerning the joint Laplace transforms on the last exit time related quantities. These Laplace transforms are expressed in terms of scale functions for spectrally negative Levy processes. In particular, we recover the previous work of Chiu and Yin (2005) and Baurdoux (2009).

This talk is based on joint work with Yingqiu Li and Chuancun Yin.

Starting Time:5:00pm  June 11, 2017

Location: Science and Technology Building

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