For more information about this meeting, contact Manfred Denker, Alexei Novikov, Anna Mazzucato, Victor Nistor.
|Title:||Stochastic stability of stable-like Markov models|
|Seminar:||Probability and Financial Mathematics Seminar|
|Speaker:||Nikola Sandric, Mathematics Department, University of Zagreb|
|In this talk, we will focus on a long-time behavior, in particular on the recurrence, transience and ergodicity, of so-called stable-like models. Roughly speaking, a stable-like model can be understood as a state-dependent stable model (random walk or Levy process), i.e., its index of stability depends on the current position of the process. We will give sufficient conditions for the recurrence, transience and ergodicity for this class of Markov models and, as a special case, we will give a new proof for the recurrence and transience of stable random walks and Levy processes.|
Room Reservation Information
|Date:||11 / 01 / 2013|
|Time:||03:35pm - 04:35pm|