Résumé de section

  • Lecture 22 (13.05.26) - The Dirichlet problem: uniqueness and characterization of bounded solution. Extension to Poisson equation, heat equation, and Feynman-Kac equation.
    Lévy processes: definition and first examples.  
    Lecture 23 (14.05.26) - Infinite divisible laws (IDL): definition, examples, and the Lévy-Khintchine formula (without proof). Law of Lévy processes . The Lévy-Ito representation of Lévy processes: main results and comments. Compound Poisson processes with drift, and final expression of Lévy processes.