Title	Deep factorisation of the stable process
Creator	Rivero, Victor
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-07T09:30
Description	As a generalisation of Lamperti’s transformation, it has been proved by Alili, Chaumont, Grackzyk and Zak that a stable process in dimension d can be seen as the exponential of a Markov additive process (MAP) time changed. In this talk, we aim at describing the so called upward, respectively downward, ladder height processes associated to this MAP. We will provide a precise description in the case where d=1, and, in general, how the characteristics of this process could be derived from known identities for stable processes. This is based on a ongoing collaboration with Kyprianou, Satitkanitkul and Sengul.
Extent	33 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: CIMAT A.C.
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-17
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348324
URI	http://hdl.handle.net/2429/62007
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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