Lévy Processes and Self-similarity

Oct 28 2013 - 00:00
Nov 9 2013 - 23:59


Short description of the event: 

A CIMPA school will be coupled with a conference under the name "Lévy Processes and Self-similarity". The conference is a follow up to those organised in Clermont-Ferrand (2002), Toulouse (2005), Angers (2009) and Le Touquet-Paris-Plage (2011).

This event is organized as follows:

1- Lévy and self-similar Processes will be studied under many aspects. A series of 5 conferences will be given :
- Philippe Biane: "Free probability and free Lévy processes"
- Loïc Chaumont : "An introduction to self-similar processes"
- Sonia Fourati: "Complex analysis and exit problem for Lévy processes"
- Jean Jacod: "Lévy Processes and Statistics"
- René Schilling: "Probabilistic and analytic aspects of subordination".

2- The conference "Lévy Processes and Self-similarity" will be held during the second week.