[MaPhySto logo]
The Danish National Research Foundation:
Network in Mathematical Physics and Stochastics

Funded by The Danish National Research Foundation

Workshop on

Lévy Processes and Bases: Theory and Applications

Thursday February 26 - Friday February 27, 2004
Department of Mathematical Sciences, University of Aarhus, in auditorium G1


Eva B. Vedel Jensen (University of Aarhus)

Ole E. Barndorff-Nielsen (University of Aarhus)

The workshop is organized jointly by MaPhySto (The Danish National Research Foundation: Network in Mathematical Physics and Stochastics) and The Thiele Centre for Mathematics in Science.

About the workshop:

By a happy coincidence both Professor Mako Maejima and Professor Victor Peres-Abreu are visiting University of Aarhus in February 2004. Hence opportunity is taken to organize a two-day workshop on Lévy Processes and Bases: Theory and Applications.

ANYONE INTERESTED IS WELCOME TO PARTICIPATE - and if you would like to present a talk, you are very welcome to contact us.

Preliminary list of speakers and titles:


Thursday February 26
chairman Ole E. Barndorff-Nielsen
9:20-9:30 Welcome
9:30-10:15 Mako Maejima (The generalized Langevin equation)
10:15-10:45 Coffee/tea break
10:45-11:15 Eva B. Vedel Jensen (presentation of the T.N. Thiele Centre, Aarhus and introduction to Jürgen Schmiegel's talk)
11:15-11:45 Jürgen Schmiegel (Lévy based growth models)
12:15-13:00 Lunch
chairman Victor Peres-Abreu
14:30-15:00 Barbara Ruediger (Stochastic Differential Equations with non Gaussian noise on separable Banach spaces)
15:00-15:30 Matthias Winkel (Forest composition, Williams decomposition and Levy forests)
15:30-15:45 Coffee/tea break
15:45-16:15 Ole Barndorff-Nielsen (Lévy-based Tempo-Spatial Modelling: with Applications to Turbulence)
16:15-16:45 Steen Thorbjørnsen
18:30 Workshop dinner at Restaurant Metropolitan
Friday February 27
chairman Mako Maejima
9:30-10:15 Victor Peres-Abreu (On infinitely divisible random matrices)
10:15-10:45 Coffee/tea break
10:45-11:15 Søren Asmussen
11:15-11:45 Alex Lindner (Dynamics of Lévy copulas)
12:15-13:00 Lunch
chairman Søren Asmussen
14:30-15:00 Thomas Mikosch (Large deviations and ruin probability for random walks with heavy-tailed step sizes)
15:00-15:30 Coffee/tea break
15:30-16:00 Friedrich Hubalek (Question and remarks related to the small time behaviour of a Levy process semigroup)
16:00-16:30 Carlo Sgarra (Minimum Entropy Martingale Measures for Lévy processes: a comparison between recent results)


To apply for participation please fill out the registration form. The deadline for application is February 5, 2004.

Registration Fee

The registration fee is 40 euros. This fee covers the cost of two lunches. The workshop dinner (optional) is to paid for separately after arrival to Aarhus. Price: 40 euros.

List of Participants


If you have any questions, please feel free to contact Oddbjorg Wethelund.

How to get to the University of Aarhus