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SUMMARY:Censoring stable paths (and better living through Levy processes) 
 - Alex Watson (University of Bath)
DTSTART:20120523T150000Z
DTEND:20120523T163000Z
UID:TALK37823@talks.cam.ac.uk
CONTACT:Marc Briant
DESCRIPTION:table processes are Levy processes whose paths possess a\nself
 -similarity property like that of Brownian motion. I will present\nsome ne
 w identities for these processes\, and focus in particular on the\nmethod 
 of deriving them. This is quite modern\, and uses two interesting\ntechniq
 ues which I think everyone should see: the Lamperti transform\,\nwhich con
 verts between self-similarity and Levy-ness\, and the\nWiener-Hopf factori
 sation\, which decomposes any Levy process into\nincreasing and decreasing
  parts. I will explain these in detail\, and\nprobably get misty-eyed over
  how nice Levy processes are.\n\nThis is joint work with Andreas Kyprianou
  (Bath) and Juan Carlos Pardo\n(CIMAT).
LOCATION:MR14\, CMS
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