Slides from the course tought at the Summer School to the 10th International Conference on Lévy Processes, Manheim Germany

Here you can find some very rough lecture notes of a course on Positive Self-Similar Markov processes I gave in the University of Bath in 2014. Nowadays the book Stable Lévy Processes via Lamperti-Type Representations by Kyprianou and Pardo present a very complete panorama of the topic. Also, the lecture notes by Loïc Chaumont are a very nice complement to these.

• Modelos Estocásticos I (pdf). Elaboradas en colaboración con Joaquín Ortega 

  • Introducción a la Teoría de Probabilidad

  • Cadenas de Markov

  • Propiedades asintóticas

  • Procesos de Poisson

Notas de curso impartido como parte del programa de la XXI Escuela de Probabilidad y EStadística CIMAT

• Parte 1 y 3

• Parte 2