From discrete Markov jump systems to two species competitive stochastic Lotka-Volterra equations
Stochastic Processes Seminar
Joint Seminar Series on Stochastic Processes and Financial Mathematics
by Professor Yongjin Wang
Abstract: In this talk, we propose a pair of interacting stochastic partial differential equations (abbr. SPDEs) with space-time branching noises, which corresponds to a model of two species competitive stochastic
Lotka-Volterra system. We establish the weak solution of the pair of SPDEs through a heuristic approximation from a sequence of pure jump
birth-death Markov processes with branching components.
For More Information: Professor Daniel Dufresne: firstname.lastname@example.org or Dr Aihua Xia: email@example.com