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Support for the US participants of the 5th Levy Conference

$16,000FY2007MPSNSF

Cornell University, Ithaca NY

Investigators

Abstract

L'evy processes form a family of models that is the cornerstone of the modern probability. Research related to L'evy processes is broad and deep, and the results are used in further research in probability, in other areas of mathematics, and in numerous applications. This proposal is designed to make funds available to support researchers from the United States who are interested in participating in the 5th L'evy conference in Denmark in August 2007. This will serve to increase timely dissemination of ideas between the specialists working on L'evy processes, and stimulate the research by the younger people, particularly by the students. There is at least a perception, and it is based on available evidence, some of which is provided in the proposal, that much of the research activity on L'evy processes is conducted outside of the US, mostly in Europe and Japan. This proposal aims to take a step towards improving the visibility of the research on L'evy processes done in the United States and also making it more obvious to graduate students and junior researchers that research in L'evy processes is an important and interesting area to pursue.

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