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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-misc 2002-22
August 2002

2nd MaPhySto Conference on Lévy Processes: Theory and Applications


Ole E. Barndorff-Nielsen (ed.)


The first MaPhySto Conference on `Lévy Processes: Theory and Applications', held 18-22 January 1999 at the Department of Mathematical Sciences, University of Aarhus, made it clear that the field of infinite divisibility, Lévy processes, etc. was in a very active state of wide ranging research developments, in regard to applications as well as theory. It was therefore natural, soon after the event, to think of organising a second conference with the same title, in the framework of MaPhySto. The present volume, which consists of extended abstracts of the papers presented at this second conference, testifies to the fact that interest in the field and the diversity of aspects studied have further increased in the intervening three years. A Mini-proceedings volume, like the present, was also produced after the first conference and is available in the MaPhySto Miscellanea Series as No. 11 (1999). Furthermore, a volume of state-of-the-art articles, consisting to a large extent of fully developed accounts of papers presented at that conference, was published in 2001 in collaboration with Birkhauser Verlag under the title "Lévy Processes. Theory and Applications" (Eds.: Ole E. Barndorff-Nielsen, Thomas Mikosch and Sidney I. Resnick). As for the first Miniproceedings, it is a pleasure to thank the participants for their willingness to contribute to the present volume, which hopefully will be found of interest to a large group of readers. A special warm thanks to Ken-Ito-Sato and Thomas Mikosch for their generous help in organising both conferences. Ole E. Barndorff-Nielsen

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