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Dynamics lunch: Zemer Kosloff (HUJI): On stochastic integral representations of symmetric alpha stable processes | Einstein Institute of Mathematics

Dynamics lunch: Zemer Kosloff (HUJI): On stochastic integral representations of symmetric alpha stable processes

Date: 
Tue, 14/12/202112:00-13:00
I will discuss what are symmetric alpha stable processes, their integral (stochastic) representations and a connection due to Rosinski between ergodic theoretic properties of this class of processes and non-singular ergodic theory. The talk will follow Hardin, Rosinski and Rosinski-Samorodnitski.