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Stochastic Analysis of 
Jump Processes


Minisymposium
within the programme of the DMV-Jahrestagung
Thursday, 18 September 2003 in Rostock

 

In many applied areas---such as telecommunications, mathematics for finance or internet traffic modelling---stochastic models are being used. Over the past few years the usual models based on Brownian motion or other Gaussian processes have proved to be defective or inadequate. Recently there has been a trend to replace diffusion-type models by models using jump processes, in particular LÚvy and LÚvy-type processes. This branch of stochastics is not very popular in Germany; within this Minisymposium we want to give younger colleagues the opportunity to report on their results and on recent advances in the theory and applications of jump processes, thereby depicting a panoramic view of this beautiful subject. 

 

 Scientific Programme & Timetables

 

So far the following speakers have agreed to deliver a 35-minute talk:

 

 

 

 

 

 

The conference language of the Minisymposium will be English.

 Timetable

Organisation

Anyone interested should  contact one of the organisers.