Lévy Processes – Summer Term 2017

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.

General Information

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.

Topics

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.