6th International Conference on
LÚvy Processes: Theory and Applications

26.07.2010 - 30.07.2010


PDF-files of the talks presented to the conference
  1. "Cylindrical Levy processes in Banach Spaces"
    Applebaum, David

  2. "Heat and Weyl asymptotics for stable and relativistic stable processes"
    Banuelos, Rodrigo

  3. "Estimates of the Green function for fractional Laplacian perturbed by gradient"
    Bogdan, Krzysztof

  4. "Recurrence and Transience of stable-like Processes"
    B÷ttcher, Bj÷rn

  5. "Brownian motion in Poissonian potential with renormalized energy"
    Chen, Xia

  6. "Modeling and simulation with operator scaling"
    Cohen, Serge

  7. "A non-anticipative calculus for functionals of semimartingales"
    Cont, Rama

  8. "Invariance principles for local times of Levy processes and random walks"
    Doney, Ron

  9. "Hausdorff and packing measures of Levy trees"
    Duquesne, Thomas

  10. "Unlimited Liabilities, reserve capital requirements and the taxpayer put"
    Eberlein, Ernst

  11. "Modeling Network Traffic by a Cluster Poisson Input Process with Heavy and Light-Tailed File Sizes"
    Fasen, Vicky

  12. "The numerical approximation of an SPDE driven by a Levy noise"
    Hausenblas, Erika

  13. "Metric Measure Spaces Associated with Continuous Negative Definite Functions and the Behaviour of Transition Functions of Jump Processes"
    Jacob, Niels

  14. "Some questions in high-frequency statistics for semimartingales"
    Jacod, Jean

  15. "On a Heath-Jarrow-Morton approach for stock options"
    Kallsen, Jan

  16. "Generalized fractional Levy processes with fractional Brownian motion limit"
    Klueppelberg, Claudia

  17. "Meromorphic Lévy processes (and a new Wiener-Hopf simulation technique)"
    Kyprianou, Andreas

  18. "Strong solutions for stochastic differential equations with jumps"
    Li, Zenghu

  19. "More about limits of nested subclasses of classes of infinitely divisible distributions"
    Maejima, Makoto

  20. "A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes and loop soups"
    Marcus, Michael

  21. "Space-time duality for fractional diffusion"
    Meerschaert, Mark M

  22. "Symmetrization of Levy processes and applications"
    Mendez, Pedro

  23. "Stable limits for dependent stationary sequences"
    Mikosch, Thomas

  24. "Intertwining relation between fractional operators"
    Patie, Pierre

  25. "On the exit times of Lévy driven SDEs"
    Pavlyukevich, Ilya

  26. "Levy-Ornstein-Uhlenbeck processes in Hilbert spaces"
    Peszat, Szymon

  27. "Quasi-stationary distributions and Yaglom type limits for self-similar Markov processes"
    Rivero, Victor

  28. "Finite variation of Lévy driven moving average-like processes"
    Rosinski, Jan

  29. "Geometric characteristics of the excursion sets over highl levels of non-Gaussian infinitely divisible random fields"
    Samorodnitsky, Gennady

  30. "Some applications of duality for Levy Processes in a half-line"
    Savov, Mladen

  31. "Wavelet Solution of Kolmogoroff Equations for Feller-Levy Processes"
    Schwab, Christoph

  32. "Some properties of positive stable densities"
    Simon, Thomas

  33. "Heat kernel estimates for Dirichlet fractional Laplacian perturbed by gradient operators in C^{1,1} open sets"
    Song, Renming

  34. "Multivariate SupOU Processes"
    Stelzer, Robert

  35. "Asymptotics of Transition Densities of Jump Processes"
    Sztonyk, Pawel

  36. "Technique for computing the PDFs and CDFs of non-negative infinitely divisible random variables"
    Taqqu, Murad

  37. "Local Malliavin Calculus for Lévy Processes and Applications"
    Utzet, Frederic

  38. "Fractional Lévy processes: capturing stylized facts of empirical data"
    Woerner, Jeannette H.C.

  39. "Packing Dimension Results for the Images of Lévy Processes"
    Xiao, Yimin

  40. "Regularity of solutions to spdes with Levy noise"
    Zabczyk, Jerzy

PDF-files of the posters presented to the conference
  1. "A Scaling Limit for Stochastic Newton Equations with $\alpha$-Stable Lévy Noise"
    Al-Talibi, Haidar

  2. "Existence result for a stochastic differential equation with driving Wiener and Levy processes and switching."
    Anulova, Svetlana

  3. "A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class"
    Aoyama, Takahiro

  4. "The one-sided exit problem for integrated Lévy processes"
    Aurzada, Frank

  5. "On stationary solutions of the SDE $dV_t=V_{t-}dU_t +dL_t$"
    Behme, Anita

  6. "Feynman formulae for Feller type semigroups"
    Butko, Yana

  7. "Stock Price Processes with Infinite Source Poisson Agents"
    Caglar, Mine

  8. "Rational approximation in the metric $L_{1}$ of the curves in the complex plane"
    Dadashova, Irada

  9. "Fractional Fokker-Planck equation with tempered $\al$-stable waiting times. Langevin picture and computer simulation"
    Gajda, Janusz

  10. "On the constructing of Lévy driven analogues of diffusions and their applications"
    Gapeev, Pavel

  11. "Stochastic calculus for uncoupled continuous-time random walks"
    Germano, Guido

  12. "Infinitely Divisible Processes Driven by Markov Chains"
    Ghosh, Souvik

  13. "Power variation of SDEs driven by stable Levy processes and statistical application to paleoclimatic time series"
    Hein, Claudia

  14. "A new approach to fluctuations of reflected Levy processes"
    Ivanovs, Jevgenijs

  15. "On the weak random walk under the Kendall convolution."
    Jasiulis-Goldyn, Barbara

  16. "Extended infinite divisibility of (non-necessarily finite) measures"
    Jedidi, Wissem

  17. "Functional limit theorems for sums of independent geometric LÚvy processes"
    Kabluchko, Zakhar

  18. "Processes with block-associated increments"
    Karlowska-Pik, Joanna

  19. "Killed fragmentations and intrinsic spectrally negative Lévy processes"
    Knobloch, Robert

  20. "Transition density estimates for Lévy processes and some Lévy functionals."
    Knopova, Victoria

  21. "Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions"
    Kusuoka, Seiichiro

  22. "Discrete approximation of stochastic integrals and fractional smoothness in terms of Malliavin calculus"
    Laukkarinen, Eija

  23. "Chaos expansion transform: Application to the equations driven by Gaussian and Poissonian white noise"
    Levajkovic, Tijana

  24. "Spatial Besov Regularity for SPDEs on Lipschitz Domains"
    Lindner, Felix

  25. "Infinite Marshall-Olkin sequences via Levy subordinators"
    Mai, Jan-Frederik

  26. "From Continuous Time Random Walk to Parametric and Non-Parametric Subordination"
    Mainardi, Francesco

  27. "On the Fourier Coefficients of Linear Fractional Stable Motion"
    Manstavicius, Martynas

  28. "Generalized fractional Lévy processes with fractional Brownian motion limit and applications to stochastic volatility models."
    Matsui, Muneya

  29. "Spectral Analysis of Multi-dimensional Self-similar Markov Processes"
    Modarresi, Navideh

  30. "Tail Behavior of Multivariate LÚvy Driven Mixed Moving Average Processes and supOU Stochastic Volatility Models"
    Moser, Martin

  31. "Levy-Kingman processes"
    Nguyen, Thu

  32. "Subdiffusive Klein-Kramers Model and Itô formula"
    Orzel, Sebastian

  33. "On The structure of Periodically Correlated and Multivariate Symmetric Stable Processes"
    Parvardeh, Afshin

  34. "Characterization of Discrete Time Scale Invariant Markov Process"
    Rezakhah, Saeid

  35. "Modelling of cell membrane on the basis of fractional differential equations"
    Romanova, Natalia

  36. "Quadratic variation and M-Wright functions"
    Scalas, Enrico

  37. "Sums of Random Telegraph Signals of Mittag-Leffler type"
    Scalas, Enrico

  38. "Fine Properties of Processes Given as Solutions of Levy Driven SDEs"
    Schnurr, Alexander

  39. "Summability of the solution of the generalized KPZ equation driven by Lévy noise"
    Smii, Boubaker

  40. "Stochastic volatility of a asset price with Lévy processes"
    Stanojevic, Jelena

  41. "Continuity in the Hurst parameter of the law of the symmetric integral with respect to fractional Brownian motion"
    Viles, Noelia

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