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UID:DSC-12387
DTSTART;TZID=Europe/Berlin:20170209T141500
SEQUENCE:1484561145
TRANSP:OPAQUE
DTEND;TZID=Europe/Berlin:20170209T151500
URL:https://www.dresden-science-calendar.de/calendar/en/detail/12387
LOCATION:TUD Willers-Bau\, Zellescher Weg 12-1401069 Dresden
SUMMARY:Véchambre: Exponential functionals of conditioned Lévy processes 
 and local time of  a diffusion in a Lévy environment
CLASS:PUBLIC
DESCRIPTION:Speaker: Grégoire Véchambre \nInstitute of Speaker: Orleans\n
 Topics:\nMathematik\n Location:\n  Name: TUD Willers-Bau (WIL A 124)\n  St
 reet: Zellescher Weg 12-14\n  City: 01069 Dresden\n  Phone: \n  Fax: \nDes
 cription: Exponential functionals of Lévy processes have been widely stud
 ied over the past years and have multiple applications\, among which the s
 tudy of diffusions in random environment\, the study of self-similar Marko
 v processes or mathematical finance. We are interested in functionals of s
 pectrally one-sided Lévy processes conditioned to stay positive and estab
 lish some of their properties : finiteness\, distribution tails\, self-dec
 omposability\, smoothness of the density. We then apply these properties t
 o the study of the asymptotic behavior of the local time of a diffusion in
  a spectrally negative Lévy environment.   
DTSTAMP:20260525T124107Z
CREATED:20170116T100545Z
LAST-MODIFIED:20170116T100545Z
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