比利时vs摩洛哥足彩
,
university of california san diego
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math 288 - probability & statistics
lucian beznea
imar
invariant, super and quasi-martingale functions of a markov process
abstract:
we identify the linear space spanned by the real-valued excessive functions of a markov process with the set of those functions which are quasimartingales when we compose them with the process. applications to semi-dirichlet forms are given. we provide a unifying result which clarifies the relations between harmonic, co-harmonic, invariant, co-invariant, martingale and co-martingale functions, showing that in the conservative case they are all the same. the talk is based on joint works with iulian cimpean (bucharest) and michael roeckner (bielefeld).
host: tianyi zheng
may 3, 2018
10:00 am
ap&m 6402
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