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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