Wednesday, December 13, 2017 - 16:00 in V3-201
Invariant, super and quasi-martingale functions of a Markov process
A talk in the Bielefeld Stochastic Afternoon series by
Lucian Beznea from Romanian Academy, Bucharest
| 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 Röckner (Bielefeld).
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