Wednesday, December 11, 2019 - 13:00 in V3-201
h-transform of Doob and nonlocal branching processes
A talk in the Bielefeld Stochastic Afternoon series by
Lucian Beznea from Institute of Mathematics of the Romanian Academy and University of Bucharest
| Abstract: |
We study the $h$-transform of Doob for nonlocal branching processes, we show that the branching property is preserved provided that $h$ is a coherent state and we emphasize the corresponding nonlinear Dirichlet problem. The tools are from the analytic and probabilistic potential theory. We also investigate the $h$-transform of a subordinate $C_0$-semigroup of sub-Markovian operators on an $L^p$ space. The talk is based on a joint work with Ana-Maria Boeangiu and Oana Lupascu-Stamate.
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