Lévy2010

6th International Conference on Lévy Processes: Theory and Applications
26.07.2010  30.07.2010 TU Dresden, GERMANY




Talks/Posters
Talks:
 "Cylindrical Levy processes in Banach Spaces"
Applebaum, David
 "Heat and Weyl asymptotics for stable and relativistic stable processes"
Banuelos, Rodrigo
 "Estimates of the Green function for fractional Laplacian perturbed by gradient"
Bogdan, Krzysztof
 "Recurrence and Transience of stablelike Processes"
Böttcher, Björn
 "Brownian motion in Poissonian potential with renormalized energy"
Chen, Xia
 "Modeling and simulation with operator scaling"
Cohen, Serge
 "A nonanticipative calculus for functionals of semimartingales"
Cont, Rama
 "Invariance principles for local times of Levy processes and random walks"
Doney, Ron
 "Hausdorff and packing measures of Levy trees"
Duquesne, Thomas
 "Unlimited Liabilities, reserve capital requirements and the taxpayer put"
Eberlein, Ernst
 "Modeling Network Traffic by a Cluster Poisson Input Process with Heavy and LightTailed File Sizes"
Fasen, Vicky
 "The numerical approximation of an SPDE driven by a Levy noise"
Hausenblas, Erika
 "Metric
Measure Spaces Associated with Continuous Negative Definite Functions
and the Behaviour of Transition Functions of Jump Processes"
Jacob, Niels
 "Some questions in highfrequency statistics for semimartingales"
Jacod, Jean
 "On a HeathJarrowMorton approach for stock options"
Kallsen, Jan
 "Generalized fractional Levy processes with fractional Brownian motion limit"
Klueppelberg, Claudia
 "Meromorphic Lévy processes (and a new WienerHopf simulation technique)"
Kyprianou, Andreas
 "Strong solutions for stochastic differential equations with jumps"
Li, Zenghu
 "More about limits of nested subclasses of classes of infinitely divisible distributions"
Maejima, Makoto
 "A
sufficient condition for the continuity of permanental processes with
applications to local times of Markov processes and loop soups"
Marcus, Michael
 "Spacetime duality for fractional diffusion"
Meerschaert, Mark M
 "Symmetrization of Levy processes and applications"
Mendez, Pedro
 "Stable limits for dependent stationary sequences"
Mikosch, Thomas
 "Intertwining relation between fractional operators"
Patie, Pierre
 "On the exit times of Lévy driven SDEs"
Pavlyukevich, Ilya
 "LevyOrnsteinUhlenbeck processes in Hilbert spaces"
Peszat, Szymon
 "Quasistationary distributions and Yaglom type limits for selfsimilar Markov processes"
Rivero, Victor
 "Finite variation of Lévy driven moving averagelike processes"
Rosinski, Jan
 "Geometric characteristics of the excursion sets over highl levels of nonGaussian infinitely divisible random fields"
Samorodnitsky, Gennady
 "Some applications of duality for Levy Processes in a halfline"
Savov, Mladen
 "Wavelet Solution of Kolmogoroff Equations for FellerLevy Processes"
Schwab, Christoph
 "Some properties of positive stable densities"
Simon, Thomas
 "Heat kernel estimates for Dirichlet fractional Laplacian perturbed by gradient operators in C^{1,1} open sets"
Song, Renming
 "Multivariate SupOU Processes"
Stelzer, Robert
 "Asymptotics of Transition Densities of Jump Processes"
Sztonyk, Pawel
 "Technique for computing the PDFs and CDFs of nonnegative infinitely divisible random variables"
Taqqu, Murad
 "Local Malliavin Calculus for Lévy Processes and Applications"
Utzet, Frederic
 "Fractional Lévy processes: capturing stylized facts of empirical data"
Woerner, Jeannette H.C.
 "Packing Dimension Results for the Images of Lévy Processes"
Xiao, Yimin
 "Regularity of solutions to spdes with Levy noise"
Zabczyk, Jerzy

Posters:
 "A Scaling Limit for Stochastic Newton Equations with $\alpha$Stable Lévy Noise"
AlTalibi, Haidar
 "Existence result for a stochastic differential equation with driving Wiener and Levy processes and switching."
Anulova, Svetlana
 "A new family of mappings of infinitely divisible distributions related to the GoldieSteutelBondesson class"
Aoyama, Takahiro
 "The onesided exit problem for integrated Lévy processes"
Aurzada, Frank
 "On stationary solutions of the SDE $dV_t=V_{t}dU_t +dL_t$"
Behme, Anita
 "Feynman formulae for Feller type semigroups"
Butko, Yana
 "Stock Price Processes with Infinite Source Poisson Agents"
Caglar, Mine
 "Rational approximation in the metric $L_{1}$ of the curves in the complex plane"
Dadashova, Irada
 "Fractional FokkerPlanck equation with tempered $\al$stable waiting times. Langevin picture and computer simulation"
Gajda, Janusz
 "On the constructing of Lévy driven analogues of diffusions and their applications"
Gapeev, Pavel
 "Stochastic calculus for uncoupled continuoustime random walks"
Germano, Guido
 "Infinitely Divisible Processes Driven by Markov Chains"
Ghosh, Souvik
 "Power variation of SDEs driven by stable Levy processes and statistical application to paleoclimatic time series"
Hein, Claudia
 "A new approach to fluctuations of reflected Levy processes"
Ivanovs, Jevgenijs
 "On the weak random walk under the Kendall convolution."
JasiulisGoldyn, Barbara
 "Extended infinite divisibility of (nonnecessarily finite) measures"
Jedidi, Wissem
 "Functional limit theorems for sums of independent geometric Lévy processes"
Kabluchko, Zakhar
 "Processes with blockassociated increments"
KarlowskaPik, Joanna
 "Killed fragmentations and intrinsic spectrally negative Lévy processes"
Knobloch, Robert
 "Transition density estimates for Lévy processes and some Lévy functionals."
Knopova, Victoria
 "Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions"
Kusuoka, Seiichiro
 "Discrete approximation of stochastic integrals and fractional smoothness in terms of Malliavin calculus"
Laukkarinen, Eija
 "Chaos expansion transform: Application to the equations driven by Gaussian and Poissonian white noise"
Levajkovic, Tijana
 "Spatial Besov Regularity for SPDEs on Lipschitz Domains"
Lindner, Felix
 "Infinite MarshallOlkin sequences via Levy subordinators"
Mai, JanFrederik
 "From Continuous Time Random Walk to Parametric and NonParametric Subordination"
Mainardi, Francesco
 "On the Fourier Coefficients of Linear Fractional Stable Motion"
Manstavicius, Martynas
 "Generalized fractional Lévy processes with fractional Brownian motion limit and applications to stochastic volatility models."
Matsui, Muneya
 "Spectral Analysis of Multidimensional Selfsimilar Markov Processes"
Modarresi, Navideh
 "Tail Behavior of Multivariate Lévy Driven Mixed Moving Average Processes and supOU Stochastic Volatility Models"
Moser, Martin
 "LevyKingman processes"
Nguyen, Thu
 "Subdiffusive KleinKramers Model and Itô formula"
Orzel, Sebastian
 "On The structure of Periodically Correlated and Multivariate Symmetric Stable Processes"
Parvardeh, Afshin
 "Characterization of Discrete Time Scale Invariant Markov Process"
Rezakhah, Saeid
 "Modelling of cell membrane on the basis of fractional differential equations"
Romanova, Natalia
 "Quadratic variation and MWright functions"
Scalas, Enrico
 "Sums of Random Telegraph Signals of MittagLeffler type"
Scalas, Enrico
 "Fine Properties of Processes Given as Solutions of Levy Driven SDEs"
Schnurr, Alexander
 "Summability of the solution of the generalized KPZ equation driven by Lévy noise"
Smii, Boubaker
 "Stochastic volatility of a asset price with Lévy processes"
Stanojevic, Jelena
 "Continuity in the Hurst parameter of the law of the symmetric integral with respect to fractional Brownian motion"
Viles, Noelia


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