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Conference dinner

Program

Titles and abstracts - Poster

Thursday December 20, 2012

09.00-10.00

Marc Yor
Peacocks and Lévy processes

10.00-11.00

Mathias Beiglböck
Mazur's lemma in stochastic analysis

11.00-11.30

coffee break

11.30-12.30

Loïc Caumont
Coding multitype branching forests: applications
to the law of the total progeny

12.30-14.00

lunch

14.00-15.00

Andreas Kyprianou
Law of the time to absorption at zero of a
(not-necessarily) symmetric stable Lévy process

15.00-16.00

Mladen Savov
Eigenvalue expansions of invariant Feller-Lamperti
semigroups generated by non-local, non-selfadjoint
operators via intertwining approach

16.00-16.30

coffee break

16.30-17.30

Leif Döring
Real-valued self-similar processes and jump SDEs

Friday December 21, 2012

09.00-10.00

Davar Khoshnevisan
Nonlinear noise excitation

10.00-11.00

Steffen Dereich
Multilevel Monte-Carlo algorithms for Lévy-driven
SDEs

11.00-11.30

coffee break

11.30-12.30

Nathalie Eisenbaum
On positively correlated squared Gaussian
processes

12.30-14.00

lunch

14.00-15.00

Frank Aurzada
Small deviations and Chung type LIL for
Lévy processes

15.00-16.00

Ron Doney
Local limit results for subordinators

16.00-16.30

coffee break