401-4601-14L  Lévy Processes and Continuous State Branching Processes

SemesterFrühjahrssemester 2014
DozierendeL. Döring
Periodizitäteinmalige Veranstaltung
LehrspracheEnglisch


KurzbeschreibungThe first part is an
introduction to Lévy processes, a natural class of stochastic
processes that allows to model a stochastic evolution with
jumps. Classical results are presented, in particular we shall look at
the classical Lévy-Ito decomposition. In the second part of the course
we will look at a particular application of Lévy processes to the
theory of continuous state branching processes.
Lernziel
InhaltThis course will be split into two parts. The first part is an
introduction to Lévy processes, a natural class of stochastic
processes that allows to model a stochastic evolution with
jumps. Classical results are presented, in particular we shall look at
the classical Lévy-Ito decomposition. In the second part of the course
we will look at a particular application of Lévy processes to the
theory of continuous state branching processes. In particular we shall
see how certain path properties of Lévy processes allow us to
understand the behaviour of continuous state branching processes.