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Extra Form
Lecturer Walter Hoh
Dept. University of Bielefeld
date Sep 10, 2015

Empirical observations have shown that for an adequate description of many random phenomena non-Gaussian processes are needed. The paths of these Markov processes necessarily have jumps. Their generators are nonlocal operators which admit a representation as pseudo-differential operators with so-called negative definite symbols. 

The talk gives an introduction to the relationship between jump processes and this non classical type of pseudo-differential operators. A particular focus will lie on different possibilities to construct the process starting from a given symbol.


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