Office of Scientific and International Cooperation

Abstract: In this talk, we will look at the interaction between the theory of self-similar Markov processes and the theory of Lévy processes through the lens of α-stable Lévy processes. In particular, we will explore how the two theories are closely interlaced via a space-time path transformation known as the Lamperti transform. Moreover, as one theory informs the other, we can play one off against the other to generate new results about α-stable Lévy processes