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Department of Mathematics,
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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