7th International Conference on Lévy Processes: Theory and Applications

Invited talks

abstract

slides
Søren Asmussen (Aarhus University, Denmark)
Lévy processes with two-sided reflection
abstract

slides
Jean Bertoin (University of Zürich, Switzerland)
Sizes of the largest clusters for supercritical percolation on random recursive trees
abstract

slides
Zdzisław Brzeźniak (University of York, UK)
Martingale Solution to Stochastic Reaction Diffusion Equation driven by jump processes
abstract

slides
Dariusz Buraczewski (University of Wrocław, Poland)
Some new results concerning the random difference equation
abstract

slides
Loïc Chaumont (University of Angers, France)
The Lamperti representation of multitype branching processes
abstract

slides
Serge Cohen (Institut Mathématique Toulouse, France)
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
abstract

slides
Steffen Dereich (WWU Münster, Germany)
On entrance boundaries and a generalised notion of an interlacement
abstract

slides
Thomas Duquesne (University Pierre et Marie Curie (Paris 6), France)
Hereditary Tree Growth and Lévy forests
abstract
Nathalie Eisenbaum (CNRS - Université Pierre et Marie Curie, Paris, France)
Inequalities for permanental processes
abstract

slides
Peter Imkeller (Humboldt-Universität zu Berlin, Germany)
Meta-stability of some reaction-diffusion equations with Lévy noise
abstract

slides
Yasushi Ishikawa (Ehime University, Japan)
Analysis on the Wiener-Poisson space and its application to the asymptotic expansion
abstract

slides
Offer Kella (The Hebrew University of Jerusalem, Israel)
Useful martingales for stochastic storage processes with Lévy-type and Markov additive input
abstract

slides
Claudia Klüppelberg (TU München, Germany)
Fluctuations of subexponential Levy processes with infinite mean
abstract

slides
Tadeusz Kulczycki (Wrocław University of Technology, Poland)
Gradient estimates of harmonic functions for Lévy processes
abstract

slides
Hiroshi Kunita (Kyushu University, Japan)
Fundamental solutions and their short time estimates for jump-diffusions on manifolds
abstract

slides
Alexey Kuznetsov (York University, Canada)
On extrema of stable processes
abstract

slides
Mateusz Kwaśnicki (Wrocław University of Technology, Poland)
Rogers functions and fluctuation theory
abstract

slides
Andreas Kyprianou (University of Bath, UK)
Law of the time to absorption at zero of a (not-necessarily) symmetric stable Lévy process
abstract

slides
Alexander Lindner (TU Braunschweig, Germany)
Multivariate generalized Ornstein-Uhlenbeck processes
abstract

slides
Makoto Maejima (Keio University, Japan)
The distribution of the Rosenblatt process – Examples of distributions in the Thorin class
abstract

slides
Marcin Magdziarz (Wrocław University of Technology, Poland)
Ergodicity and mixing of anomalous diffusion processes
abstract

slides
Hiroyuki Matsumoto (Aoyama Gakuin University, Japan)
First hitting times of Bessel processes and zeros of modified Bessel functions
abstract

slides
Mark M. Meerschaert (Michigan State University, USA)
Reflected stable subordinators for fractional Cauchy problems
abstract

slides
Leonid Mytnik (Technion – Israel Institute of Technology, Israel)
SDEs driven by stable processes
abstract

slides
Ivan Nourdin (Université de Lorraine, France)
Entropic CLTs on a Gaussian space
abstract

slides
Pierre Patie (Cornell University, USA)
One dimensional completely asymmetric Markov processes
abstract

slides
Martijn Pistorius (Imperial College, UK / University of Amsterdam, The Netherlands)
Asymptotic independence of three statistics of the maximal increments of random walks and Lévy processes
abstract

slides
Enrico Priola (Università di Torino, Italy)
Structural properties and exponential ergodicity for equations with Lévy noise
abstract

slides
Nicolas Privault (Nanyang Technological University, Singapore)
Anticipating Girsanov identities for Poisson random measures and the laws of stopping sets
abstract

slides
Yanxia Ren (Peking University, China)
Central Limit Theorems for Branching Markov Processes
abstract

slides
Víctor Rivero (Centro de Investigacion en Matemáticas, Mexico)
Asymptotic behaviour of first passage time distributions for subordinators
abstract

slides
Jan Rosiński (University of Tennessee, USA)
On infinitely divisible semimartingales
abstract

slides
Noriyoshi Sakuma (Aichi University of Education, Japan)
Free infinitely divisible distributions from a point of view of subordinators and mixtures
abstract

slides
Gennady Samorodnitsky (Cornell University, USA)
Functional Central Limit Theorem for Heavy Tailed Stationary Infinitely Divisible Processes Generated by Conservative Flows
abstract

slides
Mladen Savov (University of Reading, UK)
Some spectral problems associated to non-self-adjoint self-similar semi-groups
abstract
René Schilling (TU Dresden, Germany)
Coupling for Lévy Processes
abstract

slides
Peter Tankov (Université Paris Diderot - Paris 7, France)
Small-time asymptotics of stopped Lévy bridges and simulation schemes
abstract

slides
Josep Vives (Universitat de Barcelona, Spain)
Anticipating Linear Stochastic Differential Equations Driven by a Lévy Process
abstract

slides
Zoran Vondraček (University of Zagreb, Croatia)
Martin boundary for subordinate Brownian motion
abstract

slides
Yimin Xiao (Michigan State University, USA)
Brownian Motion and Thermal Capacity

Posters

abstract
Mario Annunziato (Università degli Studi di Salerno, Italy)
Optimal control of piecewise deterministic processes with partial differential equation constraints
abstract
Shuyang Bai (Boston University, USA)
Long-range dependence meets short-range dependence: multivariate limit theorems
abstract
Paul Balança (Ecole Centrale Paris, France)
Fine regularity of Lévy processes and linear fractional stable motion
abstract

poster
Matyas Barczy (University of Debrecen, Hungary)
On parameter estimation for critical affine processes
abstract

poster
Anita Behme (TU München, Germany)
Superposition of COGARCH processes
abstract
Stefan Blackwood (University of Sheffield, UK)
The Kalman-Bucy Filter for Integrable Lévy Processes With Infinite Second Moment
abstract

poster
Pierre Bosch (Université Lille 1, France)
On the self-decomposability of the Fréchet distribution
abstract

poster
Yana Butko (Bauman Moscow State Technical University, Russia)
Approximation of Markov semigroups via Feynman formulae
abstract
Elvira Di Nardo (Università degli Studi della Basilicata, Italy)
A symbolic approach to multivariate polynomial Lévy processes
abstract
Martin Drapatz (TU Braunschweig, Germany)
Strictly Stationary Solutions of ARMA equations
abstract
Jan Gairing (Humboldt-Universität zu Berlin, Germany)
Exponential Stability of linear Lévy driven systems
abstract
Janusz Gajda (Wrocław University of Technology, Poland)
Tempered stable Lévy motion delayed by inverse stable subordinator
abstract
Tomasz Grzywny (Wrocław University of Technology, Poland)
Isotropic unimodal Lévy processes
abstract

poster
Florian Kleinert (University of Manchester, UK)
A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes
abstract
Robert Knobloch (Saarland University, Germany)
An Itō formula for convoluted Lévy processes
abstract
Hsuan-Ku Liu (National Taipei University of Education, Taiwan)
Valuation of Floating Range Notes in a LIBOR Market Model Under the Merton Jump Diffusion Processes
abstract
Vitalii Makogin (Taras Shevchenko National University of Kyiv, Ukraine)
Strong limit theorems for self-similar random fields
Elina Moldavskaya (Technion – Israel Institute of Technology, Israel)
abstract
Elżbieta Motyl (University of Łódź, Poland)
Martingale solutions of the stochastic hydrodynamic-type equations driven by Lévy noise
abstract
Takashi Owada (Cornell University, USA)
Functional Limit Theorem for Partial Maxima for Stationary Symmetric α-Stable Processes Generated by Conservative Flows
abstract

poster
Gyula Pap (University of Szeged, Hungary)
On parameter estimation for subcritical affine processes
abstract

poster
Grzegorz Serafin (Wrocław University of Technology, Poland)
Hyperbolic Brownian motion exiting stripe
abstract
Grzegorz Sikora (Wrocław University of Technology, Poland)
Estimation of FARIMA Parameters in the Case of Negative Memory and Stable Noise
abstract
Felix Spangenberg (TU Braunschweig, Germany)
Statistical inference for Lévy driven moving average processes
abstract
Paweł Szabłowski (Warsaw University of Technology, Poland)
Lévy processes, martingales, reversed martingales and orthogonal polynomials
abstract
Karol Szczypkowski (Wrocław University of Technology, Poland)
Gaussian estimates for Schrödinger perturbations
abstract
Tomoko Takemura (Nara Women's University, Japan)
Lévy measure density corresponding to inverse local time
abstract
Marek Teuerle (Wrocław University of Technology, Poland)
Functional limit theorems for multidimensional generalized Levy Walks
abstract
Arturo Valdivia (University of Barcelona, Spain)
Prediction formulae for fractional Lévy processes with applications to credit risk
abstract

poster
Eleni Vatamidou (Eindhoven University of Technology, The Netherlands)
Corrected phase-type approximations for the workload of the MAP/G/1 queue with heavy-tailed service times
abstract
Noèlia Viles Cuadros (Universitat de Barcelona, Spain)
A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process
abstract
Vladislav Vysotsky (Arizona State University, USA / St. Petersburg Division of Steklov Institute / Chebyshev Laboratory, Russia)
On random walks that avoid a stripe
abstract
Agnieszka Wyłomańska (Wrocław University of Technology, Poland)
Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
abstract
Dichuan Yang (City University of Hong Kong)
Variance-GGC model and its sensitivity analysis
abstract
Nadiia Zinchenko (Nizhyn State Mukola Gogol University, Ukraine)
Strong limit theorems for the random sums and Lévy processes

7th International Conference on Lévy Processes: Theory and Applications

7th International Conference on Lévy Processes: Theory and Applications

Talks/Posters

Invited talks

Posters