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UID:20250712T083152EDT-1647FvudkX@132.216.98.100
DTSTAMP:20250712T123152Z
DESCRIPTION:Title: Creeping of Lévy processes through curves.\n\nAbstract: 
 A real Lévy process X is said to creep upward if for some (and hence for a
 ll) x>0\,\n	with positive probability\, the process X hits x at its first p
 assage time above x. Necessary and\n	sufficient conditions for a Lévy proce
 ss to creep upward are well known as well as the probability\n	to creep thr
 ough each level x.\n\nIn this work we study the creeping property of a Lév
 y process X issued from 0 through the\n	graph of a continuous\, non increas
 ing function f such that f(0)=1. We give an expression of\n	the probability
  that X creeps through f in terms of the drift coefficients of the upward 
 ladder\n	processes and the density of the entrance law of the excursions of
  X reflected at its infimum.\n\n\n	This is a joint work with my PhD student
  Thomas Pellas.\n\nLink: https://mcgill.zoom.us/j/87596694672?pwd=VG5WZjll
 UFdQVWxjN29rV2RMZDFlUT09\n\n\n	\n		\n			\n				Join our Cloud HD Video Meeting\n\n				Zoo
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DTSTART:20210414T170000Z
DTEND:20210414T180000Z
SUMMARY:Loic Chaumont (University of Angers)
URL:/mathstat/channels/event/loic-chaumont-university-
 angers-330318
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