Lévy processes are stochastic processes that arise naturally as continuous time analogous to random walks and generalise Brownian motion to stochastic processes with discontinuous sample paths. In the last decades a rich theory has been created and various applications of Lévy processes have been found. To name a few, Lévy processes made their way into mathematical finance, fragmentation theory, the study of branching processes and self-similar Markov processes but also some models from statistical physics.
The focus of this two-day workshop is to gather experts who discuss their results. The invited speakers consists of experts in the theoretical study but also those dealing with more applied questions.
Presented topics range from potential theory for random walks and fluctuation theory for Lévy processes, over statistical applications to self-similarity and branching/
|9.00-9.50||Steffen Dereich||Vitali Wachtel|
|9.50-10.40||Zakhar Kabluchko||Mateusz Kwasnicki|
|11.10-12.00||Clément Foucart||Loïc Chaumont|
|14.00-14.50||Alex Watson||Ron Doney|
|14.50-15.40||Igor Kortchemski||Ariel Neufeld|
|16.10-17.00||Jean-François Le Gall||Andreas Kyprianou|
A welcome Apéro takes place on Wednesday evening, from 18.00 onwards, in front of the lecture hall in B6.
Frank Aurzada (Darmstadt), Leif Döring (Mannheim), Victor Rivero (Guanajuato)
The workshop was supported by the German Research Foundation (DFG).