Wednesday, January 26, 2022 - 14:00 in ZOOM - Video Conference
Green measures for Markov processes
A talk in the Bielefeld Stochastic Afternoon series by
Yuri Kondratiev
| Abstract: |
We introduce the notion of Green measures for
multidimensional Markov processes. There will
be presented conditions for the existence of such
Green measures for the random walks in the
continuum and diffusion processes. Note that
these conditions depend essentially on the
dimension of the phase space. In particular,
the one-dimensional Wiener process is an exceptional
case in our approach.
There will be a discussion about the extension to the
notion of random Green measures. We will consider
certain examples for random Green measures.
Within the CRC this talk is associated to the project(s): A5 |
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