Mean-Field Super-Brownian Motions

Release time:2023-04-25Views:265

TitleMean-Field Super-Brownian Motions

Speaker: Yaozhong Hu(University of Alberta)

Time:Friday, May 5, 2023, 15:30-16:30

Location:Zoom ID:876 0592 8254,Password:2023

Abstract:The mean field stochastic partial differential equation (SPDEcorresponding to a mean field super-Brownian motion (sBm) is obtainedand studied. In this mean field sBm, the branching particle lifetime isallowed to depend upon the probability distribution of the sBm itselfproducing an SPDE whose space-time white noise coefficient has, inaddition to the typical sBm square root, an extra factor that is a functionof the probability law of the density of the mean field sBm. This novelmean field SPDE is thus motivated by population models where thingslike overcrowding and isolation can affect growth. A two step approximation method is employed to show the existence for this SPDE undergeneral conditions. Then, mild moment conditions are imposed to getuniqueness. Finally, smoothness of the SPDE solution is established undera further simplifying condition.

Biography:Yaozhong Hu got his Ph.D degree in1992 at University ofStrasbourg under the supervision ofP.A. Meyer. From 1993 to 1997 he visitedUniversity of Oslo, Unversity of North Carolina at Chapel Hill, University ofCalifomnia as Postdoc, Researcher Associate, and Visiting assistant ProfessorFrom 1997 to 2017, he is an assistant, associated and full professor atJnversity of Kansas He moved to University of Alberta at Edmonton from2017 as a centennial professor. His research focuses on stochastic analysis.Malliavin calculus, numerical simulation, and stochastic partial differentialequations and application to quantum field theory and published about 170referred papers.

More information about HIT-WHU Seminar on Stochastic Analysis and Algorithms can be found here.

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