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Wiener-Hopf Factorisations for Levy processes

Presented by: 
Andreas Kyprianou University of Bath
Date: 
Tuesday 13th August 2019 - 11:30 to 12:30
Venue: 
INI Seminar Room 1
Abstract: 
We give an introduction to the the theory of Wiener-Hopf factoirsations for Levy processes and discuss some very recent examples which are stimulated by some remarkable connections with self-similar Markov processes.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons