Past Forthcoming Seminars

9 February 2004
15:45
Martijn Pistorius
Abstract
Consider a spectrally one-sided Levy process X and reflect it at its past infimum I. Call this process Y. We determine the law of the first crossing time of Y of a positive level a in terms of its 'scale' functions. Next we study the exponential decay of the transition probabilities of Y killed upon leaving [0,a]. Restricting ourselves to the case where X has absolutely continuous transition probabilities, we also find the quasi-stationary distribution of this killed process. We construct then the process Y confined in [0,a] and prove some properties of this process.
  • Stochastic Analysis Seminar
9 February 2004
14:15
Elena Zhizhina
Abstract
A reveiw of results about spectral analysis of generators of some stochastic lattice models (a stochastic planar rotators model, a stochastic Blume-Capel model etc.) will be presented. Then I'll discuss new results by R.A. Minlos, Yu.G. Kondratiev and E.A. Zhizhina concerning spectral analysis of the generator of stochastic continuous particle system. The construction of one-particle subspaces of the generators and the spectral analysis of the generator restricted on these subspaces will be the focus of the talk.
  • Stochastic Analysis Seminar

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