This project aims at a better understanding of dynamical systems driven by cylindrical Lévy processes. The key aspect lies in establishing qualitative properties of the solution, such as regularity of trajectories, strong Feller property, stationarity, ergodicity. Some of them are closely related to analytical properties of the associated transition semigroup. We hope that the results will enable the modelling and understanding of a wider range of applications which require a random perturbation by a highly irregular noise.

Joint Courses since 2020

Markus Riedle and Eugene Shargorodsky offered joint seminars at TUD in the winter term 2020/21 & summer term 2022 on "Probability in Banach Spaces". Furthermore, TUD students had the possibility to participate in virtual courses at King‘s regarding Financial Mathematics, Analysis, and Statistics.

DFG grant: 175,000 EUR over 3 years

Collaborators:

King‘s:

• Prof. Markus Riedle
• Prof. Eugene Shargorodsky

TUD:

• Prof. Anita Behme
• Prof. Ren Schilling