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Suprema of Levy processes - formulae, estimates and asymptotics

Jacek Malecki,Technical University, Wroclaw, Poland
Tuesday, July 2, 2019 - 2:30pm to 3:20pm
PDL C-401

I will present some results describing the density function of the supremum of real-valued Levy processes such as its continuity,  sharp estimates and asymptotics in different regimes of time and space variables. The talk will be based on joint research with Mateusz Kwasnicki, Michal Ryznar and Loic Chaumont.

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