PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Jason Rute, Stephen Simpson, Jan Reimann.

Title:Towards an Effective Theory of Levy Processes
Seminar:Logic Seminar
Speaker:Adrian Maler, Penn State
The Levy processes constitute an interesting and important class of stochastic processes: basically, the continuous time version of a random walk. We introduce effective Skorokhod space, which is a suitable setting in which to develop an effective theory of Levy processes. We present three definitions of a "computable" Levy process, and discuss their equivalences.

Room Reservation Information

Room Number:MB315
Date:09 / 16 / 2014
Time:02:30pm - 03:45pm