Wednesday, December 7, 2022 - 14:15 in V3-201 + Zoom
Continuous flow driving a Markov process Lucian Beznea
A talk in the Bielefeld Stochastic Afternoon series by
Lucian Beznea
| Abstract: |
We develop a method of driving a Markov processes through
a continuous flow. At the level of the transition semigroups and
generators, this means to investigate an approach of adding a first-order operator to the generator of a Markov process. A relevant
example is a measure-valued superprocess having a continuous flow as
spatial motion and a branching mechanism which does not depend on
the spatial variable. We also extend the weak generator (in the
sense of Dynkin) from bounded to unbounded functions.
Within the CRC this talk is associated to the project(s): A5, B1 |
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