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.
ANYONE INTERESTED IS WELCOME TO PARTICIPATE - and if you would like to present a talk, you are very welcome to contact us.
|Thursday February 26|
|chairman||Ole E. Barndorff-Nielsen|
|9:30-10:15||Mako Maejima (The generalized Langevin equation)|
|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)|
|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)|
|15:45-16:15||Ole Barndorff-Nielsen (Lévy-based Tempo-Spatial Modelling: with Applications to Turbulence)|
|18:30||Workshop dinner at Restaurant Metropolitan|
|Friday February 27|
|9:30-10:15||Victor Peres-Abreu (On infinitely divisible random matrices)|
|11:15-11:45||Alex Lindner (Dynamics of Lévy copulas)|
|14:30-15:00||Thomas Mikosch (Large deviations and ruin probability for random walks with heavy-tailed step sizes)|
|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 LÚvy processes: a comparison between recent results)|
To apply for participation please fill out the
The deadline for application is February 5, 2004.
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.