For more information about this meeting, contact Jason Rute, Stephen Simpson, Jan Reimann.
|Title:||Towards an Effective Theory of Levy Processes|
|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
|Date:||09 / 16 / 2014|
|Time:||02:30pm - 03:45pm|