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Wiener-Hopf Factorisations for Levy processes

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WHTW01 - Factorisation of matrix functions: New techniques and applications

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.

This talk is part of the Isaac Newton Institute Seminar Series series.

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