Lévy processes and their applications
s13.12.2010-14.12.2010
Organisiert von: J. Bertoin (Laboratoire de Probabilités, Jussieu, Paris 6.), A. Nikeghbali
| Monday, 13.12.10 | |||
| Zeit | Referent | Vortragstitel | Raum |
| 09:30-10:20 | Jean Jacod (IMJ - Paris-6) | The behavior of p-variations for Lévy processes without Gaussian part | Y27H12 |
| 10:50-11:40 | Claudia Klüppelberg (Technische Universität München) | Modeling electricity markets: spots, forwards and risk premiums | Y27H12 |
| 11:40-12:30 | Josef Teichmann (ETH Zürich) | Affine processes -- theory, applications and numerics | Y27H12 |
| 14:00-14:50 | Mladen Savov (Mathematics and Statistics, University of Reading) | Exponential functionals of Lévy processes | Y27H12 |
| 14:50-15:40 | Bénédicte Haas (Département de Mathématiques, Université Paris Nord) | Scaling limits of Markov branching trees | Y27H12 |
| 16:10-17:00 | Thomas Duquesne (Université Paris 6 - Pierre et Marie Curie) | Lévy trees: construction, Hausdor ff and packing measures | Y27H12 |
| Tuesday, 14.12.10 | |||
| Zeit | Referent | Vortragstitel | Raum |
| 09:00-09:50 | Andreas Kyprianou (The University of Bath, Department of Mathematical Sciences) | A Ciesielski-Taylor type identity for positive self-similar Markov processes | Y27H12 |
| 10:20-11:10 | Tetyana Kadankova (Vrije Universiteit Brussel) | Several two-boundary problems for general Lévy processes | Y27H12 |
| 11:10-12:00 | Loic Chaumont (Université d'Angers) | On the law of the supremum of Lévy processes | Y27H12 |
| 13:30-14:20 | Sonia Fourati (LPMA de Paris 6 /LMI de l'INSA de Rouen) | Exit problems for Lévy processes and Riemann-Hilbert factorizations | Y27H12 |
| 14:20-15:10 | Frank Aurzada (Institut für mathematische Stochastik, Technische Universität Braunschweig) | The one-sided exit problem for integrated Levy processes | Y27H12 |
| 15:40-16:30 | Jean Bertoin (Institut für Mathematik, Universität Zürich) | On duality for Lévy processes on the positive half-line | Y27H12 |