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Workshop

Stochastic Analysis and Related Topics

14-18 July 2006 Philipps University Marburg


       

 

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Programme

Friday 14 July Venue: level 3, seminar room 2
time speaker / topic
14:00 - 14:50  
15:00 - 15:50 R. Song:
Potential theory of truncated stable processes
  tea break
16:20 - 17:10 A. Lindner:
Stationarity of generalised
Ornstein-Uhlenbeck processes
17:20 - 18:10 T.V. Nguyen:
A Lévy-type characterization of Bessel Processes

 

Saturday 15 July Venue: level 3, seminar room 2
time / venue speaker / topic
9:00 - 9:50  
10:00 - 10:50 A. Kyprianou:
Some excursions on excursions of Lévy processes
  coffee break
11:20 - 12:10 E. Baurdoux:
Potential density for reflected symmetric stable processes killed at exceeding a certain level
  lunch break
15:00 - 15:50 W. Stannat:
Functional inequalities for branching processes
16:00 - 16:50 J. Woerner:
Limit theorems for integrated Lévy processes: Ito vs. refinement Riemann-Stieltjes integrals
  tea break
17:10 - 18:00  

 

Sunday 16 July: Excursion

 

Monday 17 July Venue: level 3, seminar room 2
time / venue speaker / topic
9:00 - 9:50

N. Jacob:
Remarks on multi-parameter processes

10:00 - 10:50 M. Schicks:
A remark on multi-parameter processes
  coffee break
11:20 - 12:10 I. Pavlyukevich:
Cooling down Lévy flights
  lunch break
15:00 - 15:50

P. Sztonyk:
Potential kernel and Harnack's inequality for stable Lévy processes

16:00 - 16:50 B. Dyda:
Spectral gap for stable process in domains
  tea break
17:10 - 18:00  

 

Tuesday 18 July Venue: level 3, seminar room 2
time / venue speaker / topic
9:00 - 9:50

Z. Vondracek:
Parabolic Harnack inequality for the mixture of Brownian motion and stable processes

10:00 - 10:50 B. Boettcher:
Construction of time-inhomogeneous Markov processes via evolution equations
  coffee break
11:20 - 12:10

T. Uemura:
On an extension of a class of jump-type
symmetric Dirichlet forms

  lunch break
15:00 - 15:50 M. Kassmann:
Regularity of L-harmonic functions
16:00 - 16:50 Y. Ishikawa:
Optimal control problem associated with jump processes
  tea break
17:10 - 18:00 T. Kumagai:
Heat kernel estimates for jump processes