Satellite Summer School to the 7th International Conference on Lévy Processes

Contributed Talks and Posters

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    Shuyang Bai (Boston University, USA)
    Long-range dependence meets short-range dependence: multivariate limit theorems
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    Carl Chalk (University of Leoben, Austria)
    Poster: Averaging for Stochastic Reaction Diffusion Equations with Coefficients of Polynomial Growth
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    Giovanni Conforti (Berlin Mathematical School, Germany)
    Reciprocal classes of Jump processes
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    Wojciech Cygan (University of Wrocław, Poland)
    Poster: Massive sets for a class of random walks on the lattice
  • Irada Dadashova (Baku State University, Azerbaijan)
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    Martin Drapatz (TU Braunschweig, Germany)
    Strictly Stationary Solutions of spatial ARMA equations
  • Leszek Gawarecki (Kettering University, USA)
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    Daniel Hackmann (York University, Canada)
    Asian options and meromorphic Lévy processes
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    Katharina Hees (Universität Siegen, Germany)
    Scaling limits of Coupled Continuous Time Random Maxima
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    Robert Knobloch (Saarland University, Germany)
    A strong law of large numbers for the fragmentation energy model
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    Hsuan-Ku Liu (National Taipei University of Education, Taiwan)
    Poster: Valuation of Floating Range Notes in a LIBOR Market Model Under the Merton Jump Diffusion Processes
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    Vitalii Makogin (Taras Shevchenko National University of Kyiv, Ukraine)
    Poster: Strong limit theorems for self-similar random fields
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    Ante Mimica (University of Zagreb, Croatia)
    Unavodiable collections of balls for isotropic Lévy processes
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    Philip Oberacker (Saarland University, Germany)
    An Ito formula for convoluted Levy processes
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    Paul Razafimandimby (Montanuniversität Leoben, Austria)
    Poster: Martingale solution to equations for second grade fluids driven by random force of Lévy type
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    Nikola Sandrić (University of Zagreb, Croatia)
    A transience condition for a class of one-dimensional symmetric Lévy processes
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    Elena Shmileva (St.Petersburg State University, Russia)
    The Law of the Iterated Logarithm and Small Deviations of stable Lévy processes
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    Illia Simonov (University of Leoben, Austria)
    Poster: Lévy Copula
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    Felix Spangenberg (TU Braunschweig, Germany)
    Poster: Statistical inference for Lévy driven moving average processes
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    Karol Szczypkowski (Wrocław University of Technology, Poland)
    Gaussian estimates for Schrödinger perturbations
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    Eleni Vatamidou (Eindhoven University of Technology, The Netherlands)
    Corrected phase-type approximations of heavy-tailed risk models using perturbation analysis
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    Krzysztof Zajkowski (University of Bialystok, Poland)
    On the waiting time till some patterns occur in i.i.d. sequences