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On a Wiener-Hopf plus Mellin operator arising in the theory of Levy processes

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WHTW02 - WHT Follow on: the applications, generalisation and implementation of the Wiener-Hopf Method

Markov processes are well understood in the case when they take place in the whole Euclidean space. The situation becomes much more complicated if a Markov process is restricted to a domain with boundary, and a satisfactory theory exists only for processes with continuous trajectories. The aim of the talk is to present joint results with Tony Hill on a model Wiener-Hopf plus Mellin operator, which is related to the generator of a symmetric stable  Levy process on a half-line.     

This talk is part of the Isaac Newton Institute Seminar Series series.

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Bryan Matthew’s Seminar Room, Physiology Building, Downing Site Webinar & FW11, Computer Laboratory, William Gates Building. CEB Alumni Speaker Series

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