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Grant: Discovery Grants Program - Individual

Concordia University

$13,000.00

Some unsolved and new problems on measure-valued stochastic processes

FY 2015-16

Summary
Superprocesses are measure-valued stochastic processes that have found many applications in the studies of interacting particle systems, stochastic partial differential equations and population genetics. Two fundamental examples for superprocesses are the Dawson-Watanabe superprocess and the Fleming-Viot superprocess. In this project, we propose the following research on these two superprocesses. In the first part of the project, we want to introduce a probability-measure-valued stochastic process that generalizes the classical Fleming-Viot superprocess for population genetics by incorporating the coalescent with simultaneous multiple collisions in its dual process. We plan to implement a novel approach to establish the existence and uniqueness for such a process involving mutation, selection and recombination. We are going to study the properties for this process and its connection to SPDE. We also plan to further exploit this approach to set up and study the related generalized stepping-stone model. My current PhD student, Huili Liu, is going to work on this topic. It has been a very interesting and often challenging problem to study superprocesses with mean field interactions, i.e. the parameters of such a superprocess depend on the whole state of the process. In the second part of the project, we plan to study these processes. We will start with the superprocess with dependent spatial motion and with branching rate depending on the current state of the superprocess. I am going to support a new PhD student to work on this part of the project. The third part of this project concerns the exit problem for one-dimensional Dawson-Watanabe superprocess with Levy spatial motion. For superBrownian motion with one-dimensional spectrally negative Levy spatial motion starting with a point mass at the origin, we plan to understand how it exits from a collection of parallel straight lines on the space-time plane.
Program
Discovery Grants Program - Individual
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data

As published

Application id
249554-2011
Name nom
Zhou, Xiaowen
Department département
Mathematics and Statistics
Organization id
70
Institution établissement
Concordia University
Province en
Québec
Province fr
Québec
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2015
Competition year année de concours
2011
Award amount
13000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
1205
Area of application group en
Advancement of knowledge
Area of application group fr
Avancement des connaissances
Area of application en
Mathematical sciences
Area of application fr
Sciences mathématiques
Research subject code
3007
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Stochastic processes
Research subject fr
Processus stochastiques
Partie
5
Nb partie
5
Application title
Some unsolved and new problems on measure-valued stochastic processes
Keyword
NSERC
Application summary
Superprocesses are measure-valued stochastic processes that have found many applications in the studies of interacting particle systems, stochastic partial differential equations and population genetics. Two fundamental examples for superprocesses are the Dawson-Watanabe superprocess and the Fleming-Viot superprocess. In this project, we propose the following research on these two superprocesses. In the first part of the project, we want to introduce a probability-measure-valued stochastic process that generalizes the classical Fleming-Viot superprocess for population genetics by incorporating the coalescent with simultaneous multiple collisions in its dual process. We plan to implement a novel approach to establish the existence and uniqueness for such a process involving mutation, selection and recombination. We are going to study the properties for this process and its connection to SPDE. We also plan to further exploit this approach to set up and study the related generalized stepping-stone model. My current PhD student, Huili Liu, is going to work on this topic. It has been a very interesting and often challenging problem to study superprocesses with mean field interactions, i.e. the parameters of such a superprocess depend on the whole state of the process. In the second part of the project, we plan to study these processes. We will start with the superprocess with dependent spatial motion and with branching rate depending on the current state of the superprocess. I am going to support a new PhD student to work on this part of the project. The third part of this project concerns the exit problem for one-dimensional Dawson-Watanabe superprocess with Levy spatial motion. For superBrownian motion with one-dimensional spectrally negative Levy spatial motion starting with a point mass at the origin, we plan to understand how it exits from a collection of parallel straight lines on the space-time plane.
Concordia University - $13,000 Grant (2015-16) | Canada Spends