Lunedì 4 dicembre alle ore 15 in aula E al III livello del dipartimento di Matematica e Applicazioni "Renato Caccioppoli" dell'Università degli Studi di Napoli Federico II si svolgerà il seguente seminario:
Speaker: Mladen Savov (Bulgarian Academy of Sciences)
Titolo: Bernstein-gamma functions and exponential functionals of Lévy processes
Abstract:
In this talk we introduce a new class of special functions, called
Bernstein-gamma functions. This simple class extends the classical Gamma
function. We derive the Stirling asymptotic and describe the main
analytic properties of the class of Bernstein-gamma functions. We then
use these functions to evaluate explicitly the Mellin transform of the
so-called exponential functionals of Levy processes which in turn allows
a thorough study of these random variables. We also discuss the link
between the Bernstein-gamma functions and many quantities related to
one-dimensional self-similar Markov processes. The latter suggests that
Bernstein-gamma functions can play the same role the Gamma function
plays in the understanding of many continuous path stochastic processes.
This is joint work with Pierre Patie (Cornel, US)
Tutti gli interessati sono invitati a partecipare.
Bruno Toaldo