Wiener-Hopf Factorisations for Levy processes
- π€ Speaker: Andreas Kyprianou (University of Bath)
- π Date & Time: Tuesday 13 August 2019, 11:30 - 12:30
- π Venue: Seminar Room 1, Newton Institute
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.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Andreas Kyprianou (University of Bath)
Tuesday 13 August 2019, 11:30-12:30