Course of lectures by Professor Markus Riedle

Dear colleagues!  

A course of lectures “Infinite dimensional Lévy processes” by 

Professor Markus Riedle 

(King’s College London) 

will be held from 25 September to 10 October 2019.

Schedule:

  • 25.09.2019, 16:30, room 401. Lecture 1 “Cylindrical measures and cylindrical random variables”
  • 27.09.2019, 16:30, room 401. Lecture 2 “Radon extension and Prokhorov’s theorem”
  • 02.10.2019, 16:30, room 401. Lecture 3 “Cylindrical Lévy processes”
  • 04.10.2019, 16:30, room 401. Lecture 4 “Characteristics of cylindrical Lévy processes”
  • 09.10.2019, 16:30, room 401. Lecture 5 “Tightness of random sums by decoupling”
  • 10.10.2019, 16:30, room 401. Lecture 6 “Stochastic integration”

Lectures are oriented on specialists, PhD students and Master students and will contain both introductory material and recent results in the field.

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