Professur fŘr Wahrscheinlichkeitstheorie

Jumps 2014 - Workshop on Jump Processes

    Thursday 6th and Friday 7th February 2014




    The aim of this workshop is to bring together a range of researchers who are interested in stochastic processes with jumps to present their work and exchange ideas.


    Schedule:


    Thursday February 6th

    09.30-10.15

    Frank Aurzada
    (Darmstadt)

    First exits of LÚvy processes over a one-sided moving boundary

    10.20-11.05

    Thomas Simon
    (Lille)

    Hitting densities for stable processes


    Coffee break


    11.30-12.15

    Alexander Schnurr
    (Siegen)

    A Criterion for Invariant Measures of Itˇ Processes Based on the Symbol


    Lunch


    14.00-14.25

    Michael Schwarzenberger
    (Dresden)

    Affine processes and symbols

    14.30-14.55

    Elke Rosenberger
    (Potsdam)

    Agmon-type estimates for a class of jump processes

    15.00-15.25

    Chang-Song Deng
    (Dresden/Wuhan)

    Some analysis on the path space of LÚvy processes


    Coffee break


    16.00-16.45

    Matyas Barczy
    (Debrecen)

    A SDE with jumps for a multi-type CBI process

    16.50-17.35

    Gyula Pap
    (Szeged)

    Moment estimates and a convergence result for a multi-type CBI process

    18.30-???

    Dinner



    Friday February 7th

    09.30-10.15

    Kathrin Glau
    (Munich)

    Feynman-Kac for LÚvy processes: from killing rates to the supremum process

    10.20-11.05

    Andreas Basse-O'Connor
    (Aarhus)

    Uniform convergence of random series in the Skorohod space D[0,1]


    Coffee break


    11.30-12.15

    Mihßly Kovßcs
    (Otago)

    Euler approximation of the stochastic Allen-Cahn equation


    Lunch


    14.00-14.45

    Mateusz Kwasnicki
    (Wroclaw)

    Hitting times of points for symmetric LÚvy processes with completely monotone jumps

    14.50-15.35

    Ilya Pavlyukevich
    (Jena)

    Limiting behaviour of finite and infinite dimensional stochastic systems driven by stable LÚvy processes



    The abstract-booklet can be downloaded here.



    Organizers:

    Anita Behme and RenÚ Schilling


    Location:

    C207, Willersbau, Zellescher Weg 12-14, Dresden


    A detailed description how to find us is also given here.


Stand:
Autor: RenÚ Schilling