The goal of the workshop was to bring together a group of researchers working on theoretical and applied aspects of infinitely divisible (ID) processes (Markovian and non Markovian) from different perspectives. The program included talks on different aspects of generalized Ornstein-Uhlenbeck processes, generalizations of Dynkin's isomorphism theorem and the related infinite divisibility of Gaussian squares, central limit theorems in the Malliavin calculus framework, normal approximation on the Poisson space, random operators and ID laws, path and fractal properties of stable random fields, long range dependence and extremal behavior of stable point processes,  statistical analysis and applications of Levy-based models to finance, risk and telecommunications, ergodic theory for ID dynamical systems, large deviations for stationary ID processes, infinite divisibility on cones, Markovian bridges, stochastic heat equations with Levy Laplacian, among other topics.

Variety of perspectives on ID processes and laws represented at the meeting stimulated vigorous discussions and opened several new collaborations. New interesting topics for future research were identified, in particular related to non Markovian ID processes, and other new related areas, such as free infinite divisibility, were discussed. 

The workshop was well attended by young researchers and graduate students.  

The financial support was provided by CIMAT, Statistics Laboratory of CIMAT, the Guanajuato State Council for Science and Technology, the Mexican Mathematical Society and Tequila Sauza.

 

Organizing Committee

Victor Pérez-Abreu, Jan Rosinski, Gennady Samorodnitsky