Lévy Processes – Summer Term 2017
On this webpage you find all information on my seminar on Lévy Processes in the summer term 2017 at the University of Trier.
The seminar will be a two-day event on
- July 25-26 2017 (Tuesday/Wednesday) in E44.
The slides from the preliminary meeting on July 12 can be found here: Slides Preliminary Meeting.
The seminar is based on the book
- Ken-Iti Sato: Lévy Processes and Infinitely Divisible Distributions, Cambridge University Press, 1999.
We will cover the following topics:
- Thomas Brittinger: The Lévy-Khintchine Representation (chap. 7-8)
- Jonas Jakobs: The Lévy-Itô Decomposition Part I (chap. 19-20)
- Wilko Hanf: The Lévy-Itô Decomposition Part II (chap. 20-21)
- Simon Thier: Distributional Properties of Lévy Processes (chap. 23-25)
- Daniel Luft: Subordination and Infnitesimal Generators (chap. 30-31)
- Thomas Streit: The Strong Markov Property and Potential Operators (chap. 40-41)
- Lukas Mich: Capacity (chap. 42)
The summaries of the respective talks worked out by the audience can be downloaded here: Summaries.
Presentations and Assessment Criteria
Presentations should take about 60 to 90 minutes and should be accompanied by a handout of 1 to 2 pages. Your are allowed to use slides (LaTeX, PowerPoint, …) and/or the blackboard. You will be assessed based your presentation (composition and structure of presentation, choice of content, comprehensibility, time management, …), your handout, and active participation in the seminar.