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UID:20250706T051944EDT-9762e8Rvdo@132.216.98.100
DTSTAMP:20250706T091944Z
DESCRIPTION:Exponential Functionals of Levy processes with Light/Heavy Tail
 s.\n\nAsymptotic behaviors of exponential functionals of Levy processes wi
 ll be introduced in this talk. Since their expectations of the exponential
  functionals are mainly contributed by the sample paths tending to infinit
 y slowly\, we need to find out what makes Levy processes staying far away 
 from infinity. Compared to the light-tailed case whose large values come f
 rom the accumulations of small increments\, large jumps in the heavy-taile
 d case will play the most important role in the movement of Levy processes
 . We divide our study into two parts: Light-tailed and Heavy-tailed. Sever
 al conditional limits of Levy processes will be given before showing the m
 ain results about the decreasing rates of exponential functionals of Levy 
 processes in different regimes. Some applications and numerical simulation
 s will be introduced in the end.\n	\n	Part of this talk is based on the join
 t work (In working) with Prof. Chunhua Ma (Nankai University).\n
DTSTART:20170209T213000Z
DTEND:20170209T223000Z
LOCATION:room 1205\, Burnside Hall\, CA\, QC\, Montreal\, H3A 0B9\, 805 rue
  Sherbrooke Ouest
SUMMARY:Wei XU\, Beijing Normal University
URL:/mathstat/channels/event/wei-xu-beijing-normal-uni
 versity-265568
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