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Estimation and Numerical Simulation of the Linear Fractional Stable Motion and Related Processes

Dmitry Otryakhin
Ph.d.-forsvar
Fredag, 27 september, 2019, at 13:00, in Aud. D2 (1531-119)
Beskrivelse:

Assessment committee:

  • Senior Lecturer Mikko Pakkanen, Department of Mathematics, Imperial College London, UK
  • Professor Alexander Schnurr, Department Mathematik, Universität Siegen, Germany
  • Lektor Andreas Basse-O’Connor, Department of Mathematics, Aarhus University (chair)

Main supervisor: Mark Podolskij

Language:The PhD dissertation will be defended in English