Lévy Processes and Autosimilarity

This school, organized from October 28th till November 9th 2013, focuses on the theme of Lévy and auto-similar processes which is a rapidly growing domain of the probability theory. Due to its various theoretical aspects (potential theory, classic and harmonic analysis, algebra, operator theory) and applications (physics equations, finance, insurances, dynamics of the populations…), this theme attracts numerous mathematicians from different fields.

Aware of the lack of probabilists and statisticians in this region of the world, five specialists will introduce Lévy processes and autosimilarity, under its various aspects to confirmed and young researchers having a general mathematical background.

A series of three courses will occupy the first week (October 28th-November 2nd, mornings and early afternoons). Two courses will take place the second week (4th-7th November, mornings). Tutoring sessions for the students will be overseen by the lecturers in the evening.

The school will be coupled with the biennial event of the "Autosimilarity" project supported by the french National Agency for Researches (ANR). Working groups on themes connected to those of the school will be organized during the first week of the school. They will be led by the members of this ANR project, accompanied with the Tunisian mathematicians and their foreigner guests. A conference on the theme of the school will occupy the afternoons and the end of the second week. It follows upon the conferences of Clermont-Ferrand (2002), Toulouse (2005), Angers (2009) and Touquet-Paris-Plage (2011).

The fusion of these two events will facilitate the emergence of new collaborations and new joint supervision PHD thesis.