Focus of the workshop

Lévy processes are stochastic processes that arise naturally as continuous time analogous to random walks and generalise Brownian motion to stochastic processes with discontinuous sample paths. In the last decades a rich theory has been created and various applications of Lévy processes have been found. To name a few, Lévy processes made their way into mathematical finance, fragmentation theory, the study of branching processes and self-similar Markov processes but also some models from statistical physics.
The focus of this two-day workshop is to gather experts who discuss their results. The invited speakers consists of experts in the theoretical study but also those dealing with more applied questions.
Presented topics range from potential theory for random walks and fluctuation theory for Lévy processes, over statistical applications to self-similarity and branching/fragmentation processes.

Interested participants are warmly invited to contribute for a poster session.

Practical information

Date: May 28-29, 2015

Venue: University Mannheim

Confirmed speakers

• Loic Chaumont (Angers)
• Steffen Dereich (Münster)
• Ron Doney (Manchester)
• Clément Foucart (Paris)
• Bénédicte Haas (Paris)
• Zakar Kabluchko (Münster)
• Mateusz Kwasnicki (Wroclaw)
• Igor Kortchemski (Paris)
• Andreas Kyprianou (Bath)
• Jean-Francois Le Gall (Paris)
• Ariel Neufeld (Zurich)
• Vitali Wachtel (Augsburg)
• Alex Watson (Zurich)

Organizers

• Frank Aurzada (Darmstadt)
• Leif Döring (Mannheim)
• Victor Rivero (CIMAT, Guanajuato)

Everybody is welcome to attend.

Registration is necessary, please contact one of the organizers.