ABSTRACTS
Random walks are completely determined by their trace on the positive half-line
Mateusz Kwaśnicki, Wrocław University of Science and Technology, Poland
On the convex Poincaré inequality and weak transportation inequalities
Radoslaw Adamczak, University of Warsaw and Polish Academy of Sciences, Poland
Fractional Schrödinger operators.
Krzysztof Bogdan, Wroclaw University of Science and Technology, Wroclaw, Poland
Gradient estimates of Dirichlet heat kernels for unimodal Lévy Processes
Michal Ryznar, Wrocląw University of Science and Technology, Poland
Spectral heat content for Lévy processes
Tomasz Grzywny, Wroclaw University of Science and Technology, Poland
Non-symmetric jump processes
Karol Szczypkowski, Wrocław Univeristy of Science and Technology, Poland
Genetics, random walks and combinatorics: the Bolthausen-Sznitman coalescent
Arno Siri-Jégousse, IIMAS-UNAM, Mexico
Multi-refracted and level-dependent Lévy risk processes
Irmina Czarna, Wrocław University of Science and Technology, Poland
Quantum decomposition method in spectral analysis of graphs
Marco Tulio Gaxiola, CIMAT, Mexico
Asymptotic stability of an evolutionary nonlinear Boltzmann-type equation
Henryk Gacki, University of Silesia in Katowice, Poland
ASEPs through a quadratic harness representation
Jacek Wesołowski, Warsaw University of Technology, Poland
Particle systems and related empirical measures
Jacek Małecki, Wrocłąw University of Science and Technology, Poland
The valuation of American options in an exponential Lévy model
Andrzej Rozkosz, Nicolaus Copernicus University in Toru´n, Poland
Non-Gaussian limit of a tracer motion in an incompressible flow
Anna Talarczyk-Noble, University of Warsaw, Poland
Stability in Martingale inequalities
Rodrigo Bañuelos, Purdue University, USA
Extension of the Itô-Nisio theorem, strong pathwise convergence in series expansions of Lévy processes, and the continuity of Itô map
Jan Rosinski, University of Tennessee, Knoxville, EU
Some stochastic models on hierarchical lattices
Luis Gorostiza, Department of Mathematics, CINVESTAV
Long run control of Markov processes with degenerate observation
Lukasz Stettner, Institute of Mathematics PAS, Warsaw, Poland
Finite free probability
Octavio Arizmendi Echegaray, CIMAT, México
Zero-sum stochastic dierential games without the Isaacs condition
Daniel Hernández-Hernández, CIMAT, México
New results on Squared Bessel particle systems and Wishart processes
Piotr Graczyk, Universite Angers, France
Omega-killed Markov additive processes
Adam Kaszubowski, Wroclaw University, Poland
Finite-time blowup of the Fujita equation with fractional Laplacian perturbed by fractional Brownian motion
José Alfredo López-Mimbela, CIMAT, Mexico
Fair valuation of Lévy-type drawdown-drawup contracts with general insured and penalty functions
Joanna Tumilewicz, University of Wrocław, Poland
Phase-type law of mortality and a stochastic Expectation–Maximisation (EM) algorithm for construction of mortality tables
Fernando Baltazar-Larios, FC-UNAM, Mexico
A class of fractional stochastic differential equations with discontinuous diffusion
Jorge A. León-Vázquez, CINVESTAV, Mexico
Exponential functionals of Brownian motion and their relation with the blowup in finite time of a system of SPDEs
Eugenio Guerrero Ruiz, CIMAT, Mexico
Quickest drift change detection in Lévy-type force of mortality model
Michał Krawiec, Wroclaw University, Poland
Large time evolution for semigroups of nonlocal Schrödinger operators
Kamil Kaleta, Wrocław University of Science and Technology, Poland
Extension theorem for nonlocal operators
Katarzyna Pietruska-Paluba, University of Warsaw, Poland
On the recurrent extensions of real self similar Markov processes
Henry G. Pantí Trejo, Universidad Autónoma de Yucatán, Mexico
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
Christian Fonseca-Mora, Universidad de Costa Rica
On free deconvolutions via analytic subordination
Carlos Vargas Obieta, CIMAT, Mexico
Spectral and heat content related to stable processes
Luis Acuña Valverde, University of Costa Rica, CR
The first exit problem of scalar reaction-diffusion equations with small multiplicative regularly varying Lévy noise
Michael Anton Hoegele, Universidad de los Andes, Colombia
Convergence of the empirical spectral distribution of Gaussian matrix-valued processes
José Luis Pérez-Garmendia, CIMAT, Mexico