Prof. Dr. René L. Schilling
AG Stochastik / Stochastics Seminars

 

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  • Venue: C207, Willersbau, Zellescher Weg 12-14
  • Date: Fri 25 Jan 2008

Workshop on Jump Processes

Programme

 

09:30-10:10 Ilya Pavlyukevich (HU Berlin)
Exit Times of Lévy Driven Jump-Diffusions

10:10-10:50 Pawel Sztonyk (TU Dresden/TU Wroclaw)
Estimates of Tempered Stable Densities
10:50-11:10 Coffee Break
11:10-11:50 Kaneharu Tsuchida (Tohoku University, Sendai)
Large Deviations for Discontinuous Additive Functionals of Symmetric alpha-Stable Processes
11:50-12:50 Krystzof Bogdan (TU Wroclaw)
Lévy processes and Fourier multipliers - Part 1
12:50-15:00 Lunch Break
15:00-15:40 Claudia Hein (HU Berlin):
p-Variation of Lévy Driven SDEs
15:40-16:20 Michael Högele (HU Berlin):
Exit Times of Lévy Driven SPDEs
16:20-16:40 Coffee Break
16:40-17:40 Krystzof Bogdan (TU Wroclaw)
Lévy processes and Fourier multipliers - Part 2