School Seminars and Colloquia

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


Institution: School of Mathematical Sciences, Nankai University, Tianjin, China
Date: Thu 9th November 2006
Time: 1:15 PM
Location: Room 213, Richard Berry Building, The University of Melbourne

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: dufresne@unimelb.edu.au or Dr Aihua Xia: xia@ms.unimelb.edu.au