|
Termin |
Vortragender |
Titel |
Handout |
Slides |
1 |
23.11.2007 |
Erich Carelli |
Basic Examples of Levy Processes |
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2 |
30.11.2007 |
Philipp Spahn |
Charakterisierung von Lévy-Prozessen und die Lévy-Khintchine-Formel |
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3 |
07.12.2007 |
Johannes Seemüller |
Stabile und selbstähnliche Prozesse |
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4 |
14.12.2007 |
Leon J. Konrad |
Stable Processes (Part 2) |
|
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5 |
21.12.2007 |
Sebastian Happ |
Lévy-Itô Zerlegung |
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6 |
11.01.2008 |
Tonio Groeger |
On Solutions of One-Dimensional Stochastic Differential Equations Driven by Stable Levy Motion |
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7 |
18.01.2008 |
Robin Forster |
Pfadweise Lösungen von SDEs getrieben von Levy Prozessen |
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8 |
25.01.2008 |
Alexander Müller |
On stochastic differential equations driven by a Cauchy process and other stable Levy motions (P. Zanzotto) |
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9 |
01.02.2008 |
Thomas Dunst |
The Euler Scheme for Lévy driven SDE |
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10 |
08.02.2008 |
Thomas Schober |
Numerical Simulation of the Solution of a stochastic differential equation driven by a Lévy process (Rubenthaler) |
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