Schedule
The schedule can be downloaded here.
The program booklet is here.
Monday, July 25th
8:15-8:30 Welcome
8:30-9:15 Víctor Rivero
Some fluctuation theory results for Markov additive processes and its application to self-similar Markov processes
9:15-10:00 Steffen Dereich
MAPs, Kuznetsov measures and self-similarity
10:00-10:45 Batı Şengül
Entrance laws at the origin of self-similar Markov processes in \(\mathbb{R}^d\)
10:45-11:15 Coffee break
11:15-12:00 Alexander Lindner
On exponential functionals of Lévy processes
12:00-12:45 Mladen Savov
Bernstein-Gamma functions and exponential functionals of Lévy processes
12:45-14:30 Lunch
14:30-15:15 Philippe Marchal
Complete subordinators with nested ranges
15:15-16:00 Wissem Jedidi
New results related to complete monotonicity and Mellin transform, with applications to infinite divisibility
16:00-16:30 Coffee break
16:30-17:15 Nicolas Curien
Lévy processes inside random planar maps
17:15-18:00 Bénédicte Haas
A line-breaking construction of the stable trees
18:00-18:45 Gerónimo Uribe Bravo
On splitting trees and Lévy processes
Tuesday, July 26th
8:30-9:15 Ron Doney
The strong renewal theorem
9:15-10:00 Vitali Wachtel
First-passage times for random walks with non-identically distributed increments
10:00-10:45 Vladislav Vysotsky
The absorption problem for multidimensional random walks
10:45-11:15 Coffee break
11:15-12:00 Ewa Damek
Recent developments in random affine and affine like recursions
12:00-12:45 Nikola Sandrić
Markov chain approximation of pure jump processes
12:45-14:30 Lunch
14:30-15:15 Antoine Ayache
Stationary increments harmonizable stable fields: upper estimates on path behavior
15:15-16:00 Aleksandar Mijatović
Invariance principle for random walks with anomalous recurrence properties
16:00-16:30 Coffee break
16:30-17:15 Kouji Yano
Generalization of refracted Lévy processes and its application to exit problems
17:15-18:00 Kazutoshi Yamazaki
On the refracted-reflected spectrally one-sided Lévy processes
18:30-19:30 Greetings from the local authorities (Jean Lurçat Museum)
Wednesday, July 27th
8:30-9:15 Jacek Małecki
On suprema of Lévy processes
9:15-10:00 Mateusz Kwaśnicki
Non-symmetric Lévy processes: suprema and eigenfunctions
10:00-10:45 Tomasz Grzywny
Transition densities of isotropic unimodal Lévy processes (asymptotics and estimates)
10:45-11:15 Coffee break
11:15-12:00 Panki Kim
Dirichlet heat kernel estimates for symmetric Lévy processes
12:00-12:45 Jean-Christophe Breton
Asymptotics in random balls models
12:45-14:30 Lunch
14:30- Conference excursion
Thursday, July 28th
8:30-9:15 Jean Jacod
Estimating high activity jumps for discretely observed processes with
noisy and irregular observations
9:15-10:00 Peter Tankov
Optimal importance sampling for Lévy processes
10:00-10:45 José-Luis Pérez-Garmendia
Spectrally negative Lévy processes with Parisian reflection below and
classical reflection above
10:45-11:15 Coffee break
11:15-12:00 Boris Buchmann
Distributional representations and dominance of a Lévy process
over its maximal jump processes
12:00-12:45 Juan Carlos Pardo Millán
Branching processes in a Lévy random environment
12:45-14:30 Lunch
14:30-15:15 Robert Stelzer
Lévy-driven CARMA processes: Non-equidistant observations and local stationarity
15:15-16:00 Andreas Basse-O'Connor
Limit theorems for a class of stationary increments Lévy driven moving averages
16:00-16:30 Coffee break
16:30-17:15 Anita Behme
Invariant distributions of Itô-Lévy processes
17:15-18:00 Bert Zwart
Sample-path large deviations for heavy-tailed random walks and Lévy processes
19:30-20:30 Conference dinner
Friday, July 29th
8:30-9:15 Yanxia Ren
Williams decomposition for superprocesses
9:15-10:00 Leif Döring
On perpetual integrals
10:00-10:45 Martijn Pistorius
On weak approximation of BSDEs driven by Lévy processes
10:45-11:15 Coffee break
11:15-12:00 Markus Riedle
Stochastic integration with respect to cylindrical Lévy processes
12:00-12:45 Alex Watson
Fragmentation with growth
12:45-14:30 Lunch
