Presentations
Nonparametric/Parameter Estimation in Two-type CBI Processes,
11/02/2013 The Third Session of National Probability and Statistics Workshop for Young Scholars, Xuzhou China [Slides]
07/05/2014 Jilin University, Jilin China
Continuous-state Branching Processes in Random Environment Stochastic Equations with Jumps,
05/01/2016 Anhui Normal University, Anhui China
06/23/2016 Humboldt University in Berlin, Berlin Germany
Exponential Functionals of Levy processes with Light/Heavy Tails,
02/02/2017 Concordia University, Montréal Canada
26/08/2020 Bernoulli-IMS One World Symposium 2020, Online
Limit Order Books Driven by infinite-dimensional Hawkes Processes
04/20/2017 3rd Berlin-Princeton-Singapore Workshop on Quantitative Finance, Berlin Germany
07/05/2017 Workshop on BSDEs and SPDEs, Edingburg UK
15/03/2018 Concordia University, Montréal Canada
18/07/2018 10th World Congress of the Bachelier Finance Society , Dublin Ireland
Functional Limit Theorems for Marked Hawkes Point Measures,
08/07/2019 International Mathematical Statistics China, Dalian China
23/09/2019 Branching in Innsbruck, Innsbruck Austria
The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics.
09/01/2020 Vienna University of Technology, Vienna Austria
27/09/2021 German Probability & Statistics Days Mannheim, Dreden Germany
05/06/2022 Humboldt University in Berlin, Berlin Germany
A Ray-Knight Theorem for Spectrally Positive Stable Processes.
22/09/2021 THU-PKU-BNU Joint Probability Webinar, Beijing China
27/09/2021 German Probability & Statistics Days Mannheim, Dreden Germany
06/10/2021 Fujian Normal University, Fuzhou China
01/05/2022 From Birth-Death Processes and Brownian Motions to Superprocesses, Xi'an China
18/10/2022 Seminario de Probabilidad para estudiantes, Mexico
Interplay of Hawkes Processes, General Branching Processes and Stable Local Time
13/10/2021 Jilin University, Changchun China
Functional Limit Theorems for Quasi-stationary Hawkes Processes
07/12/2022 Berlin Probability Colloquium, Berlin Germany
02/06/2023 Workshop on modelling with Hawkes processes: Theory, Statistics and Applications, Warsaw Poland
From Hawkes Stochastic Systems to Stochastic Volatility Models
21/03/2023 Beijing Institute of Technology, Beijing China [Slides]
06/09/2023 Nankai University, Tianjin China
Stochastic Volterra equations for the local times of spectrally positive stable processes