Talks

The program booklet can be downloaded here.

Antoine Ayache
Stationary increments harmonizable stable fields: upper estimates on path behavior[pdf]

Andreas Basse-O'Connor
Limit theorems for a class of stationary increments Lévy driven moving averages[pdf]

Anita Behme
Invariant distributions of Itô-Lévy processes

Jean-Christophe Breton
Asymptotics in random balls models[pdf]

Boris Buchmann
Distributional representations and dominance of a Lévy process over its maximal jump processes[pdf]

Nicolas Curien
Lévy processes inside random planar maps

Ewa Damek
Recent developments in random affine and affine like recursions[pdf]

Steffen Dereich
MAPs, Kuznetsov measures and self-similarity[pdf]

Ron Doney
The strong renewal theorem[pdf]

Leif Döring
On perpetual integrals[pdf]

Tomasz Grzywny
Transition densities of isotropic unimodal Lévy processes (asymptotics and estimates)[pdf]

Bénédicte Haas
A line-breaking construction of the stable trees

Jean Jacod
Estimating high activity jumps for discretely observed processes with noisy and irregular observations[pdf]

Wissem Jedidi
New results related to complete monotonicity and Mellin transform, with applications to infinite divisibility[pdf]

Panki Kim
Dirichlet heat kernel estimates for symmetric Lévy processes[pdf]

Mateusz Kwaśnicki
Non-symmetric Lévy processes: suprema and eigenfunctions

Alexander Lindner
On exponential functionals of Lévy processes[pdf]

Jacek Małecki
On suprema of Lévy processes[pdf]

Philippe Marchal
Complete subordinators with nested ranges[pdf]

Aleksandar Mijatović
Invariance principle for random walks with anomalous recurrence properties[pdf]

Juan Carlos Pardo Millán
Branching processes in a Lévy random environment[pdf]

José-Luis Pérez-Garmendia
Spectrally negative Lévy processes with Parisian reflection below and classical reflection above[pdf]

Martijn Pistorius
On weak approximation of BSDEs driven by Lévy processes[pdf]

Yanxia Ren
Williams decomposition for superprocesses[pdf]

Markus Riedle
Stochastic integration with respect to cylindrical Lévy processes[pdf]

Víctor Rivero
Some fluctuation theory results for Markov additive processes and its application to self-similar Markov processes[pdf]

Nikola Sandrić
Markov chain approximation of pure jump processes[pdf]

Mladen Savov
Bernstein-Gamma functions and exponential functionals of Lévy processes[pdf]

Batı Şengül
Entrance laws at the origin of self-similar Markov processes in \(\mathbb{R}^d\)[pdf]

Robert Stelzer
Lévy-driven CARMA processes: Non-equidistant observations and local stationarity[pdf]

Peter Tankov
Optimal importance sampling for Lévy processes[pdf]

Gerónimo Uribe Bravo
On splitting trees and Lévy processes[pdf]

Vladislav Vysotsky
The absorption problem for multidimensional random walks[pdf]

Vitali Wachtel
First-passage times for random walks with non-identically distributed increments[pdf]

Alex Watson
Fragmentation with growth[pdf]

Kazutoshi Yamazaki
On the refracted-reflected spectrally one-sided Lévy processes[pdf]

Kouji Yano
Generalization of refracted Lévy processes and its application to exit problems[pdf]

Bert Zwart
Sample-path large deviations for heavy-tailed random walks and Lévy processes[pdf]

Posters

Kyung-Youn Kim
Estimates of Dirichlet heat kernel for symmetric Markov processes[pdf]

Tania Kosenkova
The sensitivity of the solution to a Lévy driven SDE with respect to perturbations of the noise[pdf]

Franziska Kühn
Existence of Feller processes: Parametrix construction[pdf]

Tomasz Luks
Space-time fractional Dirichlet problems[pdf]

Kei Noba
Generalization of refracted Lévy processes and its application to exit problems[pdf]

Mariusz Olszewski
Reflected Brownian motion on nested fractals[pdf]

Sandra Palau Calderón
Multi-type continuous state branching processes[pdf]

Henry Pantí
Recurrent extensions of real self-similar Markov processes[pdf]

Grzegorz Serafin
Transition density estimates for Brownian motion in a ball

Jakub Ślęzak
Generalised Langevin equation with Lévy distribution[pdf]

Grzegorz Żurek
Approximation of eigenfunction of fractional Laplacian[pdf]