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Introductory Lectures on Fluctuations of Lévy Processes with Applications
Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their mathematical significance is justified by their application in many areas of classical and modern stochastic models including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance and continuous-state branching processes.The book aims to be mathematically rigorous while still providing an intuitive feel for underlying principles. The results and applications often focus on the case of Lévy processes with jumps in only one direction.
Conformal and Potential Analysis in Hele-Shaw Cells
This monograph aims at giving a presentation of recent and new ideas that arise from the problems of planar fluid dynamics and which are interesting from the point of view of geometric function theory and potential theory. In particular, this book is concerned with geometric problems for Hele-Shaw flows. Also Hele-Shaw flows on parameter spaces (e.g., the Teichmüller space) are treated and connections with string theory are revealed. Ultimately, the interaction between several branches of complex and potential analysis, and planar fluid mechanics is discussed.
