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.
