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Eugene Shargorodsky (King's College London)
Wednesday 03 July 2024, 12:15-12:45
On a Wiener-Hopf plus Mellin operator arising in the theory of Levy processes
â ī¸ Important: WHTW02 - WHT Follow on: the applications, generalisation and implementation of the Wiener-Hopf Method
- đ¤ Speaker: Eugene Shargorodsky (King's College London)
- đ Date & Time: Wednesday 03 July 2024, 12:15 - 12:45
- đ Venue: Seminar Room 1, Newton Institute
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Abstract
Markov processes are well understood in the case when they take place in the whole Euclidean space. The situation becomes much more complicated if a Markov process is restricted to a domain with boundary, and a satisfactory theory exists only for processes with continuous trajectories. The aim of the talk is to present joint results with Tony Hill on a model Wiener-Hopf plus Mellin operator, which is related to the generator of a symmetric stable Levy process on a half-line.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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