printable pdf
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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