Inter-University Centre Dubrovnik

An independent international centre for advanced studies


23 Apr 2012 - 27 Apr 2012
Course directors:
René L. Schilling , TU Dresden, Germany
Renming Song, Illinois State University, United States
Zoran Vondraček, University of Zagreb, Croatia
Course description:

Understanding randomness and risk has become increasingly important in various human endeavors. Random phenomena occur quite frequently in natural, biomedical and social sciences. The mathematical theory developed to study randomness is probability theory. The spring school in probability will address some of the current important research in the field.

The school is primarily aimed at advanced doctoral students and early postdocs in probability theory and random processes. There will be five intensive courses broadly focused on random walks and jump processes and their applications to real-world problems. More specifically, the topics covered will include the coupling of Lévy processes, probabilistic potential theory of jump processes and heat kernel estimates, random walks on graphs and disordered media and their scaling limits, reinforced random walks, and discretization of jump processes and Lévy driven stochastic differential equations. Participants will have a chance to present their research results.

Course lecturers:
Jean Jacod, Universite Pierre et Marie Curie, France
Panki Kim, Seoul National University, Korea, Republic of (South Korea)
Takashi Kumagai, Kyoto University, Japan
Vlada Limić, Université de Provence, Marseille, France
René L. Schilling , TU Dresden, Germany
Georg Josef Berschneider, TU Dresden, Germany
Danijel Grahovac, University of Osijek, Croatia